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 14585.12 Day 59 1241.47 91-180 Days IG-6 560.33 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 107586.81 Day 59 14056.90 Open IG-7 19460.26 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 9424.57 Day 59 1015.49 91-180 Days IG-8 1877.54 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 45315.39 Day 59 6203.05 91-180 Days L-1 8971.70 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 15992.07 Day 59 1776.20 <30 Days L-10 860.27 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 75216.61 Day 59 10110.85 30-90 Days L-11 6438.97 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 764.99 Day 59 113.76 91-180 Days L-2 107.89 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 94526.73 Day 59 6704.91 <30 Days L-3 16828.09 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 38649.33 Day 59 5193.26 Open L-4 4911.04 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 74308.77 Day 59 1463.84 Open L-5 11396.94 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 70408.95 Day 59 10073.07 30-90 Days L-6 846.68 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 23933.72 Day 59 3237.85 <30 Days L-7 2703.28 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 61793.33 Day 59 8329.12 30-90 Days L-8 3678.78 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 31890.41 Day 59 1389.63 Open L-9 3831.72 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 51764.53 Day 59 188.03 Open LC-1 1190.51 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 94729.10 Day 59 6560.79 30-90 Days LC-2 18127.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 85366.13 Day 59 4257.69 30-90 Days N-1 13809.96 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 57625.75 Day 59 2301.71 30-90 Days N-2 8794.61 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 91477.83 Day 59 9195.98 30-90 Days N-3 8378.19 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 21064.70 Day 59 2321.95 Open N-4 1026.88 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 7559.63 Day 59 279.42 30-90 Days N-5 1150.49 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 101367.72 Day 59 1054.62 Open N-6 7104.15 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 23240.26 Day 59 432.55 Open N-7 4186.68 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 45233.43 Day 59 1802.43 91-180 Days P-1 2560.88 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 99126.37 Day 59 9356.05 <30 Days P-2 2253.52 No Legal