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 80137.08 83 - 90 Days 435.31 91-180 Days S-6-Q 12482.40 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 63468.58 83 - 90 Days 2037.33 <30 Days S-7-Q 5650.19 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 104115.09 83 - 90 Days 14149.95 30-90 Days E-1-Q 15298.42 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 51786.04 83 - 90 Days 2443.44 Open E-2-Q 1063.88 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 48036.88 83 - 90 Days 1604.74 30-90 Days IG-1-Q 6596.35 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 62302.03 83 - 90 Days 8343.51 30-90 Days IG-2-Q 633.52 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 39250.49 83 - 90 Days 4213.05 Open C-1 2649.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 65682.10 83 - 90 Days 9098.63 30-90 Days CB-4 12387.94 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 60540.16 83 - 90 Days 3869.75 91-180 Days E-10 11565.99 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 45555.05 83 - 90 Days 6533.67 Open E-3 1163.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 79835.39 83 - 90 Days 4125.76 <30 Days E-4 3067.32 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 52948.51 83 - 90 Days 5540.87 30-90 Days E-5 6391.68 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 22917.16 83 - 90 Days 1531.63 91-180 Days E-6 3935.53 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 4082.03 83 - 90 Days 375.82 91-180 Days E-7 487.53 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 52761.05 83 - 90 Days 3066.69 <30 Days E-8 4600.63 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 25700.97 83 - 90 Days 2696.51 <30 Days E-9 890.25 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 82704.48 83 - 90 Days 733.73 <30 Days G-4 4370.79 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 35042.59 83 - 90 Days 1043.34 30-90 Days IG-3 4943.15 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 66847.66 83 - 90 Days 2751.84 Open IG-4 10850.27 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 82330.77 83 - 90 Days 9966.38 30-90 Days IG-5 4968.46 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 61842.43 83 - 90 Days 1146.26 30-90 Days IG-6 12269.36 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 6570.12 83 - 90 Days 155.69 <30 Days IG-7 236.44 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 58069.24 83 - 90 Days 4384.08 30-90 Days IG-8 10557.71 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 70975.04 83 - 90 Days 379.66 91-180 Days L-1 8618.02 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 86148.28 83 - 90 Days 8970.39 <30 Days L-10 1454.04 No Risk Management