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 69528.86 >2 Yr <= 3 Yr 6856.12 Open E-1-Q 11368.65 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 46260.23 >2 Yr <= 3 Yr 1641.43 30-90 Days E-2-Q 6631.06 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 32783.19 >2 Yr <= 3 Yr 351.33 Open IG-1-Q 4388.28 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 53743.39 >2 Yr <= 3 Yr 4676.48 Open IG-2-Q 6592.34 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 59673.89 >2 Yr <= 3 Yr 3005.34 91-180 Days C-1 596.39 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 87142.77 >2 Yr <= 3 Yr 3009.02 30-90 Days CB-4 2546.60 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 10698.57 >2 Yr <= 3 Yr 1038.96 91-180 Days E-10 83.35 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 107138.08 >2 Yr <= 3 Yr 5605.54 30-90 Days E-3 21127.87 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 51508.92 >2 Yr <= 3 Yr 4038.52 Open E-4 4872.30 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 30216.11 >2 Yr <= 3 Yr 4433.07 <30 Days E-5 5328.50 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 3525.83 >2 Yr <= 3 Yr 466.05 <30 Days E-6 604.48 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 20434.75 >2 Yr <= 3 Yr 2470.07 Open E-7 3909.22 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 103508.80 >2 Yr <= 3 Yr 8352.33 91-180 Days E-8 3066.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 29208.43 >2 Yr <= 3 Yr 2485.12 Open E-9 2272.19 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 27729.13 >2 Yr <= 3 Yr 2859.18 Open G-4 1364.57 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 77247.27 >2 Yr <= 3 Yr 618.17 30-90 Days IG-3 8452.26 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 23538.17 >2 Yr <= 3 Yr 1924.32 Open IG-4 558.93 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 108792.37 >2 Yr <= 3 Yr 9309.90 91-180 Days IG-5 9516.01 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 35932.20 >2 Yr <= 3 Yr 1666.35 30-90 Days IG-6 6605.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 113614.99 >2 Yr <= 3 Yr 13630.56 <30 Days IG-7 14021.20 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 28875.15 >2 Yr <= 3 Yr 1575.41 30-90 Days IG-8 5056.31 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 87180.94 >2 Yr <= 3 Yr 10480.96 <30 Days L-1 1913.77 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 93537.32 >2 Yr <= 3 Yr 11821.25 91-180 Days L-10 15380.13 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 64748.53 >2 Yr <= 3 Yr 7811.33 Open L-11 3763.21 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 110555.88 >2 Yr <= 3 Yr 5827.29 <30 Days L-2 17158.45 Yes Liberty International Finance Ltd. Operations