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 Non-Financial Corporate Yes 4153.67 Day 43 251.70 30-90 Days Y-3 566.99 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 76340.92 Day 43 765.27 Open Y-4 12523.77 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 360.64 Day 43 32.27 91-180 Days Z-1 19.34 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 38000.42 Day 43 4877.74 91-180 Days A-2 2690.53 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 18423.10 Day 43 117.67 91-180 Days A-3 762.85 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 53243.99 Day 43 4769.95 91-180 Days A-4 5113.96 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 44006.94 Day 43 158.82 91-180 Days A-5 3928.92 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 84482.11 Day 43 5470.79 <30 Days CB-1 12015.15 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 50107.16 Day 43 5847.10 <30 Days CB-2 34.07 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 108021.85 Day 43 12103.34 Open CB-3 14630.20 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 96263.85 Day 43 8101.16 91-180 Days E-1 15457.91 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 25088.89 Day 43 3216.84 <30 Days E-2 4250.99 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 23750.82 Day 43 1300.04 30-90 Days G-1 1694.84 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 4849.25 Day 43 615.47 <30 Days G-2 170.87 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 50070.86 Day 43 1608.01 30-90 Days G-3 2785.74 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 88252.22 Day 43 3843.86 91-180 Days IG-1 4571.33 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 83982.71 Day 43 589.82 91-180 Days IG-2 9684.08 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 43419.80 Day 43 6505.84 <30 Days S-1 3217.96 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 47729.70 Day 43 5451.15 30-90 Days S-2 4607.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 98813.08 Day 43 13641.26 30-90 Days S-3 8734.38 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 39544.46 Day 43 2104.24 91-180 Days S-4 4447.86 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 21473.22 Day 43 1639.46 Open S-5 3402.69 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 70836.77 Day 43 1116.15 91-180 Days S-6 11834.69 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 67000.67 Day 43 1134.77 Open S-7 7499.54 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 96210.04 Day 44 846.26 Open A-0-Q 14472.03 Yes Liberty Wealth Management LLC Operations