Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.8: MTM Impact on Derivative Positions

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Internal Internal Counterparty Business Line
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 42786.55 Day 43 4832.11 30-90 Days IG-5 2738.09 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 90762.96 Day 43 6476.53 Open IG-6 6421.75 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 91774.22 Day 43 10840.84 <30 Days IG-7 8120.25 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 89175.76 Day 43 79.46 30-90 Days IG-8 15707.29 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 61317.76 Day 43 5491.77 <30 Days L-1 1509.77 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 7389.96 Day 43 143.62 <30 Days L-10 442.90 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 99424.93 Day 43 1228.53 91-180 Days L-11 17313.59 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 14036.81 Day 43 909.94 91-180 Days L-2 284.94 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 37152.74 Day 43 2472.35 <30 Days L-3 2631.10 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 98287.84 Day 43 11062.44 Open L-4 13511.19 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 39831.79 Day 43 4330.08 <30 Days L-5 7318.26 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 40134.41 Day 43 68.88 91-180 Days L-6 6906.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 69117.85 Day 43 2340.28 Open L-7 7321.18 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 77573.07 Day 43 734.99 30-90 Days L-8 10226.18 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 34245.39 Day 43 4892.65 91-180 Days L-9 4448.33 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 84193.03 Day 43 4294.74 30-90 Days LC-1 12104.63 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 84737.58 Day 43 8703.42 30-90 Days LC-2 5111.04 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 61610.67 Day 43 2548.35 30-90 Days N-1 10606.49 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 110882.13 Day 43 3905.33 Open N-2 20549.66 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 94288.94 Day 43 7510.10 30-90 Days N-3 14097.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 111310.83 Day 43 466.02 30-90 Days N-4 14556.44 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 15904.92 Day 43 2058.17 91-180 Days N-5 808.85 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 12547.04 Day 43 827.23 30-90 Days N-6 1353.64 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 83416.98 Day 43 3743.51 <30 Days N-7 16073.02 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 10171.76 Day 43 347.95 91-180 Days P-1 95.02 Yes Liberty Mortgage Services Corp. Operations