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 54772.03 68 - 74 Days 798.52 91-180 Days A-4 6470.45 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 89345.94 68 - 74 Days 2430.73 30-90 Days A-5 17484.87 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 14007.51 68 - 74 Days 339.73 <30 Days CB-1 87.79 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 60290.14 68 - 74 Days 4263.90 91-180 Days CB-2 8132.75 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 73753.54 68 - 74 Days 10713.93 <30 Days CB-3 8725.03 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 23636.53 68 - 74 Days 534.90 <30 Days E-1 4414.31 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 55603.49 68 - 74 Days 26.69 Open E-2 5926.93 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 83197.79 68 - 74 Days 9625.10 30-90 Days G-1 3464.64 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 105424.26 68 - 74 Days 9631.22 Open G-2 5117.42 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 51150.26 68 - 74 Days 4896.98 30-90 Days G-3 2082.16 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 36752.50 68 - 74 Days 894.55 30-90 Days IG-1 2351.07 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 29859.94 68 - 74 Days 3882.01 91-180 Days IG-2 4959.80 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 70303.69 68 - 74 Days 6141.78 <30 Days S-1 7561.15 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 87214.75 68 - 74 Days 1157.75 91-180 Days S-2 2883.38 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 85250.48 68 - 74 Days 2965.16 91-180 Days S-3 6777.94 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 82233.11 68 - 74 Days 5846.69 91-180 Days S-4 11541.82 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 69256.19 68 - 74 Days 2708.86 91-180 Days S-5 5527.20 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 43589.59 68 - 74 Days 3490.33 30-90 Days S-6 2637.26 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 98396.88 68 - 74 Days 9921.65 Open S-7 4335.74 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 106047.76 75 - 82 Days 886.52 91-180 Days A-0-Q 19013.61 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 1229.36 75 - 82 Days 118.49 <30 Days A-1-Q 66.16 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 68265.02 75 - 82 Days 9509.14 <30 Days A-2-Q 7921.89 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 68066.86 75 - 82 Days 1222.49 <30 Days A-3-Q 6739.09 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 96420.91 75 - 82 Days 7411.79 <30 Days A-4-Q 9135.21 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 93300.39 75 - 82 Days 6454.28 Open A-5-Q 3479.58 No Treasury