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 104435.38 91 - 120 Days 5207.37 Open G-2 18317.25 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 42603.42 91 - 120 Days 894.92 Open G-3 6590.08 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 65491.58 91 - 120 Days 3167.88 <30 Days IG-1 8278.55 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 61115.59 91 - 120 Days 5681.57 Open IG-2 7820.48 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 37790.60 91 - 120 Days 646.52 30-90 Days S-1 4949.17 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 106293.44 91 - 120 Days 9543.10 Open S-2 19858.34 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 45029.30 91 - 120 Days 3616.66 Open S-3 8986.04 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 54326.95 91 - 120 Days 6236.58 <30 Days S-4 2821.64 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 107074.08 91 - 120 Days 9582.57 Open S-5 21354.88 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 36595.95 91 - 120 Days 4279.25 30-90 Days S-6 6465.72 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 71196.23 91 - 120 Days 702.02 91-180 Days S-7 4847.07 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 60865.65 121 - 150 Days 2951.52 91-180 Days A-0-Q 8845.98 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 63679.56 121 - 150 Days 7567.07 <30 Days A-1-Q 6790.29 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 49048.89 121 - 150 Days 6550.10 Open A-2-Q 1373.52 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 73681.25 121 - 150 Days 7123.81 91-180 Days A-3-Q 1021.89 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 88354.92 121 - 150 Days 5336.16 30-90 Days A-4-Q 1730.30 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 42706.13 121 - 150 Days 4064.03 91-180 Days A-5-Q 5954.77 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 39480.61 121 - 150 Days 1758.21 91-180 Days CB-1-Q 3986.44 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 2991.27 121 - 150 Days 208.18 30-90 Days CB-2-Q 305.74 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 28285.36 121 - 150 Days 4075.34 91-180 Days S-1-Q 180.66 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 111958.63 121 - 150 Days 10023.68 30-90 Days S-2-Q 8820.00 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 96449.83 121 - 150 Days 1674.75 Open S-3-Q 18857.08 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 82287.95 121 - 150 Days 4637.18 91-180 Days S-4-Q 12152.26 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 40138.42 121 - 150 Days 977.32 30-90 Days CB-3-Q 392.03 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 104215.92 121 - 150 Days 6587.13 30-90 Days G-1-Q 14450.62 No Legal