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 71162.55 75 - 82 Days 4552.64 <30 Days N-4 12551.05 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 51203.74 75 - 82 Days 1119.94 91-180 Days N-5 1643.02 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 13297.69 75 - 82 Days 1579.12 Open N-6 304.96 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 78275.12 75 - 82 Days 5147.18 91-180 Days N-7 5507.91 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 64677.34 75 - 82 Days 9647.80 91-180 Days P-1 2330.43 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 106600.22 75 - 82 Days 9480.15 <30 Days P-2 13895.49 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 21226.49 75 - 82 Days 2194.94 91-180 Days S-8 3243.84 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 28748.00 75 - 82 Days 1733.17 91-180 Days Y-1 1378.44 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 66118.16 75 - 82 Days 748.14 Open Y-2 7488.87 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 72597.82 75 - 82 Days 5921.28 <30 Days Y-3 9069.08 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 112933.11 75 - 82 Days 2338.70 <30 Days Y-4 10479.59 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 43563.62 75 - 82 Days 5742.90 30-90 Days Z-1 7039.90 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 68824.35 75 - 82 Days 886.86 <30 Days A-2 1688.79 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 74361.66 75 - 82 Days 2763.06 Open A-3 13049.72 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 8317.21 75 - 82 Days 919.04 <30 Days A-4 265.66 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 57261.78 75 - 82 Days 2636.39 Open A-5 3846.38 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 98745.57 75 - 82 Days 11458.14 <30 Days CB-1 13396.55 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 85197.92 75 - 82 Days 2688.18 91-180 Days CB-2 14777.77 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 67542.59 75 - 82 Days 6819.93 91-180 Days CB-3 10636.40 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 52026.60 75 - 82 Days 4439.86 <30 Days E-1 2617.31 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 58625.70 75 - 82 Days 6942.72 <30 Days E-2 7589.32 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 1613.87 75 - 82 Days 164.38 <30 Days G-1 275.33 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 3025.48 75 - 82 Days 343.61 91-180 Days G-2 72.95 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 13928.68 75 - 82 Days 422.46 91-180 Days G-3 2362.97 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 107319.43 75 - 82 Days 8154.90 30-90 Days IG-1 11253.99 No Operations