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 104285.36 >2 Yr <= 3 Yr 6848.94 <30 Days L-3 18959.62 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 19742.22 >2 Yr <= 3 Yr 2464.83 91-180 Days L-4 3106.29 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 101951.14 >2 Yr <= 3 Yr 2267.88 91-180 Days L-5 18651.15 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 83037.64 >2 Yr <= 3 Yr 3984.60 30-90 Days L-6 8965.14 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 99375.34 >2 Yr <= 3 Yr 4124.94 <30 Days L-7 19227.73 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 98413.99 >2 Yr <= 3 Yr 12116.97 30-90 Days L-8 16926.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 101273.23 >2 Yr <= 3 Yr 3484.44 30-90 Days L-9 2273.17 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 91864.74 >2 Yr <= 3 Yr 5261.29 91-180 Days LC-1 2929.95 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 7928.64 >2 Yr <= 3 Yr 458.84 30-90 Days LC-2 120.56 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 51506.65 >2 Yr <= 3 Yr 5155.03 91-180 Days N-1 167.32 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 67126.33 >2 Yr <= 3 Yr 2979.76 Open N-2 9403.60 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 47955.67 >2 Yr <= 3 Yr 249.41 30-90 Days N-3 7010.30 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 18810.50 >2 Yr <= 3 Yr 2461.97 <30 Days N-4 892.25 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 65346.27 >2 Yr <= 3 Yr 5654.46 <30 Days N-5 11826.40 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 66545.64 >2 Yr <= 3 Yr 8114.14 91-180 Days N-6 11899.97 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 111985.19 >2 Yr <= 3 Yr 14288.09 Open N-7 20341.82 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 111189.55 >2 Yr <= 3 Yr 14334.99 <30 Days P-1 5303.72 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 5198.92 >2 Yr <= 3 Yr 150.68 <30 Days P-2 565.28 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 74900.56 >2 Yr <= 3 Yr 1796.09 <30 Days S-8 35.16 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 55208.61 >2 Yr <= 3 Yr 8268.27 <30 Days Y-1 2920.60 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 96099.19 >2 Yr <= 3 Yr 8684.29 <30 Days Y-2 18177.31 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 68595.75 >2 Yr <= 3 Yr 7.24 <30 Days Y-3 7583.97 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 8368.84 >2 Yr <= 3 Yr 433.22 30-90 Days Y-4 680.93 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 56915.61 >2 Yr <= 3 Yr 4882.35 91-180 Days Z-1 3313.37 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 43374.16 >2 Yr <= 3 Yr 4738.85 91-180 Days A-2 8272.40 No Risk Management