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 No 19795.79 Day 50 506.77 30-90 Days S-7 2958.03 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 53693.90 Day 51 3891.84 <30 Days A-0-Q 4982.11 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 110253.22 Day 51 8612.34 <30 Days A-1-Q 21531.77 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 71706.85 Day 51 5913.59 <30 Days A-2-Q 9519.84 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 108075.57 Day 51 8103.29 30-90 Days A-3-Q 7758.55 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 69347.57 Day 51 8757.26 30-90 Days A-4-Q 8210.62 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 22250.20 Day 51 3103.13 91-180 Days A-5-Q 189.65 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 109894.72 Day 51 9424.68 <30 Days CB-1-Q 8104.60 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 91558.57 Day 51 7669.40 30-90 Days CB-2-Q 8683.99 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 30305.63 Day 51 559.63 91-180 Days S-1-Q 5926.66 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 44361.50 Day 51 4608.75 <30 Days S-2-Q 6614.99 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 64870.34 Day 51 5820.83 30-90 Days S-3-Q 5202.49 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 84659.02 Day 51 10987.19 Open S-4-Q 3824.45 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 69576.98 Day 51 1093.59 Open CB-3-Q 791.33 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 92157.61 Day 51 10795.04 Open G-1-Q 6156.89 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 56493.40 Day 51 2561.24 Open G-2-Q 4476.16 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 66806.39 Day 51 8834.92 30-90 Days G-3-Q 12402.61 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 32539.71 Day 51 4177.64 Open S-5-Q 3665.26 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 108406.73 Day 51 2248.33 91-180 Days S-6-Q 4160.06 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 46196.24 Day 51 2659.37 <30 Days S-7-Q 3418.24 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 69493.18 Day 51 9288.66 91-180 Days E-1-Q 1218.73 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 64764.25 Day 51 3291.33 <30 Days E-2-Q 347.59 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 105075.28 Day 51 15477.86 Open IG-1-Q 19319.29 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 14602.14 Day 51 1774.11 91-180 Days IG-2-Q 1418.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 40017.86 Day 51 852.37 <30 Days C-1 2571.15 Yes Liberty Mortgage Services Corp. Legal