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 42802.60 151 - 179 Days 5232.38 <30 Days E-6 8266.59 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 3364.51 151 - 179 Days 471.19 30-90 Days E-7 490.06 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 8576.84 151 - 179 Days 1188.48 <30 Days E-8 997.26 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 3562.69 151 - 179 Days 208.75 30-90 Days E-9 636.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 9726.43 151 - 179 Days 1063.05 <30 Days G-4 599.15 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 75717.43 151 - 179 Days 1052.81 Open IG-3 353.27 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 109787.54 151 - 179 Days 10318.12 30-90 Days IG-4 14152.95 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 41595.65 151 - 179 Days 2179.31 30-90 Days IG-5 2503.99 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 75886.24 151 - 179 Days 9896.81 <30 Days IG-6 9766.53 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 88496.96 151 - 179 Days 3485.86 30-90 Days IG-7 4030.60 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 45949.77 151 - 179 Days 3226.82 <30 Days IG-8 7224.67 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 914.19 151 - 179 Days 109.05 Open L-1 41.06 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 44579.81 151 - 179 Days 2361.64 <30 Days L-10 6390.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 113330.48 151 - 179 Days 1340.66 91-180 Days L-11 621.05 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 24776.28 151 - 179 Days 472.62 Open L-2 3145.13 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 45140.43 151 - 179 Days 6735.50 91-180 Days L-3 8192.03 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 61664.86 151 - 179 Days 9137.34 91-180 Days L-4 2782.14 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 41620.34 151 - 179 Days 6119.50 91-180 Days L-5 3747.10 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 40098.43 151 - 179 Days 5447.50 30-90 Days L-6 7526.86 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 64498.84 151 - 179 Days 5054.76 Open L-7 11363.28 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 78661.16 151 - 179 Days 3073.97 <30 Days L-8 12775.78 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 39343.53 151 - 179 Days 1471.01 Open L-9 6506.57 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 98042.97 151 - 179 Days 11044.61 Open LC-1 17999.98 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 97290.25 151 - 179 Days 1220.94 <30 Days LC-2 15322.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 45430.08 151 - 179 Days 1671.95 30-90 Days N-1 2100.23 No Finance