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 No 3293.77 Day 50 364.86 <30 Days L-11 639.11 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 37632.06 Day 50 3333.06 <30 Days L-2 2137.39 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 91202.49 Day 50 1331.83 <30 Days L-3 9835.36 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 38114.52 Day 50 4485.42 30-90 Days L-4 1534.70 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 14518.07 Day 50 1597.90 Open L-5 226.07 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 12442.14 Day 50 1052.68 <30 Days L-6 344.93 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 112507.15 Day 50 10099.06 91-180 Days L-7 17222.00 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 5811.18 Day 50 732.91 30-90 Days L-8 447.69 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 53222.26 Day 50 1854.75 30-90 Days L-9 32.82 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 5470.70 Day 50 220.10 30-90 Days LC-1 342.58 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 82581.30 Day 50 2015.34 Open LC-2 7489.58 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 42494.47 Day 50 4865.05 Open N-1 5213.34 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 88603.11 Day 50 4969.28 Open N-2 1157.06 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 99440.71 Day 50 77.03 Open N-3 7666.29 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 25059.44 Day 50 569.42 91-180 Days N-4 2501.28 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 103332.30 Day 50 4162.49 Open N-5 11712.66 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 34673.19 Day 50 3950.65 30-90 Days N-6 2159.91 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 13986.44 Day 50 722.45 Open N-7 1500.37 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 38837.19 Day 50 829.28 91-180 Days P-1 6634.03 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 80280.46 Day 50 10683.67 Open P-2 1330.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 44678.92 Day 50 251.96 <30 Days S-8 4258.68 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 11133.42 Day 50 777.02 <30 Days Y-1 1638.87 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 31257.63 Day 50 229.64 <30 Days Y-2 5012.52 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 2483.84 Day 50 87.53 30-90 Days Y-3 472.49 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 61826.56 Day 50 482.49 Open Y-4 5050.11 Yes Liberty Capital Markets Inc. Operations