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 No 23228.88 >= 1 Yr <= 2 Yr 866.44 <30 Days S-1-Q 2915.93 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 27089.55 >= 1 Yr <= 2 Yr 1916.48 Open S-2-Q 2605.36 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 59473.32 >= 1 Yr <= 2 Yr 1118.33 91-180 Days S-3-Q 4911.30 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 47670.19 >= 1 Yr <= 2 Yr 3848.73 Open S-4-Q 6349.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 23604.46 >= 1 Yr <= 2 Yr 1508.26 <30 Days CB-3-Q 3923.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 88385.40 >= 1 Yr <= 2 Yr 10027.06 Open G-1-Q 868.04 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 733.72 >= 1 Yr <= 2 Yr 109.59 91-180 Days G-2-Q 90.08 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 86598.86 >= 1 Yr <= 2 Yr 4646.46 30-90 Days G-3-Q 14967.23 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 107597.55 >= 1 Yr <= 2 Yr 15573.81 Open S-5-Q 9332.90 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 103074.01 >= 1 Yr <= 2 Yr 1338.08 30-90 Days S-6-Q 2586.07 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 79710.93 >= 1 Yr <= 2 Yr 6700.43 Open S-7-Q 7668.51 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 16724.17 >= 1 Yr <= 2 Yr 2176.07 Open E-1-Q 2386.73 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 7858.07 >= 1 Yr <= 2 Yr 580.27 91-180 Days E-2-Q 1203.46 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 20022.00 >= 1 Yr <= 2 Yr 1610.57 91-180 Days IG-1-Q 1642.16 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 90636.40 >= 1 Yr <= 2 Yr 9616.69 Open IG-2-Q 1600.82 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 113392.05 >= 1 Yr <= 2 Yr 7100.79 Open C-1 20811.68 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 1263.57 >= 1 Yr <= 2 Yr 154.99 Open CB-4 59.31 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 49268.33 >= 1 Yr <= 2 Yr 6303.82 91-180 Days E-10 7177.36 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 93315.41 >= 1 Yr <= 2 Yr 3001.51 <30 Days E-3 1080.50 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 74147.87 >= 1 Yr <= 2 Yr 2020.62 <30 Days E-4 12673.07 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 78849.41 >= 1 Yr <= 2 Yr 1125.48 30-90 Days E-5 12879.74 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 69354.61 >= 1 Yr <= 2 Yr 3462.94 91-180 Days E-6 9388.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 108373.73 >= 1 Yr <= 2 Yr 2301.16 91-180 Days E-7 13078.77 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 1860.65 >= 1 Yr <= 2 Yr 83.24 <30 Days E-8 287.70 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 100276.47 >= 1 Yr <= 2 Yr 14863.98 Open E-9 8624.65 No Risk Management