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 57796.04 61 - 67 Days 3745.19 30-90 Days IG-3 4012.99 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 36957.75 61 - 67 Days 3450.34 <30 Days IG-4 6714.79 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 81248.79 61 - 67 Days 4574.45 30-90 Days IG-5 196.76 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 100438.70 61 - 67 Days 13573.12 <30 Days IG-6 9271.67 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 13270.78 61 - 67 Days 1105.36 91-180 Days IG-7 2285.91 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 65478.76 61 - 67 Days 2192.98 <30 Days IG-8 374.98 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 15162.55 61 - 67 Days 1195.58 91-180 Days L-1 1020.39 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 32273.36 61 - 67 Days 2012.28 <30 Days L-10 4473.71 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 68788.39 61 - 67 Days 3238.15 30-90 Days L-11 5843.62 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 88664.33 61 - 67 Days 7838.26 Open L-2 12726.00 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 69056.41 61 - 67 Days 89.26 91-180 Days L-3 7195.89 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 76046.99 61 - 67 Days 2898.04 Open L-4 3513.33 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 59314.39 61 - 67 Days 7143.57 <30 Days L-5 2345.91 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 41228.45 61 - 67 Days 800.63 Open L-6 4881.57 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 74763.48 61 - 67 Days 742.48 30-90 Days L-7 973.36 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 10448.84 61 - 67 Days 173.34 30-90 Days L-8 1626.74 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 63836.76 61 - 67 Days 5573.56 <30 Days L-9 3146.06 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 17804.25 61 - 67 Days 996.79 91-180 Days LC-1 837.70 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 78697.93 61 - 67 Days 8602.50 91-180 Days LC-2 7121.68 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 18121.22 61 - 67 Days 1480.30 Open N-1 1390.42 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 44212.48 61 - 67 Days 3766.28 Open N-2 4252.30 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 67035.46 61 - 67 Days 9346.29 Open N-3 3928.74 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 23714.99 61 - 67 Days 1648.48 91-180 Days N-4 2074.46 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 105817.66 61 - 67 Days 8591.14 Open N-5 9609.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 24129.84 61 - 67 Days 2987.06 30-90 Days N-6 1736.65 Yes Liberty Capital Markets Inc. Finance