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 61708.93 68 - 74 Days 7946.44 <30 Days CB-3 10236.20 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 14388.81 68 - 74 Days 405.92 30-90 Days E-1 1491.75 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 81477.82 68 - 74 Days 6216.75 <30 Days E-2 4038.39 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 22793.90 68 - 74 Days 3134.95 <30 Days G-1 4004.76 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 11543.88 68 - 74 Days 353.29 91-180 Days G-2 1445.85 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 36066.12 68 - 74 Days 112.47 30-90 Days G-3 6991.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 98257.09 68 - 74 Days 11400.64 Open IG-1 2465.37 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 32918.31 68 - 74 Days 2015.26 91-180 Days IG-2 5446.27 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 38787.33 68 - 74 Days 3550.66 Open S-1 2432.09 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 99612.91 68 - 74 Days 900.30 <30 Days S-2 8824.46 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 75018.99 68 - 74 Days 4988.34 <30 Days S-3 14416.31 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 91159.60 68 - 74 Days 9995.31 91-180 Days S-4 3013.16 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 91048.03 68 - 74 Days 11215.52 91-180 Days S-5 15279.43 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 33800.25 68 - 74 Days 3985.35 <30 Days S-6 4227.36 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 9435.89 68 - 74 Days 512.57 <30 Days S-7 583.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 59936.10 75 - 82 Days 698.51 30-90 Days A-0-Q 2610.80 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 77787.68 75 - 82 Days 3003.28 Open A-1-Q 4808.87 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 55469.87 75 - 82 Days 5584.09 91-180 Days A-2-Q 1188.64 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 93011.73 75 - 82 Days 10034.27 Open A-3-Q 17322.29 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 41012.23 75 - 82 Days 4473.05 91-180 Days A-4-Q 5275.45 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 34518.72 75 - 82 Days 3413.58 91-180 Days A-5-Q 854.56 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 14261.12 75 - 82 Days 116.42 Open CB-1-Q 254.97 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 100279.87 75 - 82 Days 11208.47 30-90 Days CB-2-Q 6633.30 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 62314.03 75 - 82 Days 6653.36 91-180 Days S-1-Q 9587.16 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 110161.51 75 - 82 Days 665.89 <30 Days S-2-Q 21800.65 No Treasury