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 59588.63 >3 Yr <= 4 Yr 5592.36 30-90 Days IG-3 8544.47 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 12048.62 >3 Yr <= 4 Yr 13.40 <30 Days IG-4 2260.53 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 88352.07 >3 Yr <= 4 Yr 11925.23 30-90 Days IG-5 11320.05 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 86621.98 >3 Yr <= 4 Yr 2885.50 91-180 Days IG-6 7313.44 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 94342.22 >3 Yr <= 4 Yr 5995.27 <30 Days IG-7 7051.84 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 25212.63 >3 Yr <= 4 Yr 3284.40 30-90 Days IG-8 4032.38 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 71133.82 >3 Yr <= 4 Yr 8446.86 91-180 Days L-1 2366.01 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 30350.83 >3 Yr <= 4 Yr 525.85 91-180 Days L-10 3735.30 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 9390.55 >3 Yr <= 4 Yr 1068.89 91-180 Days L-11 229.37 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 78729.26 >3 Yr <= 4 Yr 11664.84 30-90 Days L-2 679.03 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 26249.35 >3 Yr <= 4 Yr 918.11 Open L-3 1562.57 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 102378.48 >3 Yr <= 4 Yr 6228.52 30-90 Days L-4 19605.49 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 93988.94 >3 Yr <= 4 Yr 2562.28 30-90 Days L-5 7048.08 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 78810.24 >3 Yr <= 4 Yr 3847.65 <30 Days L-6 5979.64 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 56582.09 >3 Yr <= 4 Yr 7234.95 Open L-7 4446.48 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 52849.93 >3 Yr <= 4 Yr 4771.60 <30 Days L-8 6461.09 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 69194.81 >3 Yr <= 4 Yr 8271.24 91-180 Days L-9 13196.02 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 108915.89 >3 Yr <= 4 Yr 5388.12 91-180 Days LC-1 18549.82 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 111014.57 >3 Yr <= 4 Yr 16310.85 91-180 Days LC-2 12973.75 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 82400.55 >3 Yr <= 4 Yr 2136.90 Open N-1 14389.01 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 12854.98 >3 Yr <= 4 Yr 246.87 91-180 Days N-2 1384.83 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 71593.49 >3 Yr <= 4 Yr 3932.54 30-90 Days N-3 6079.87 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 74924.42 >3 Yr <= 4 Yr 4179.01 Open N-4 12492.46 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 25929.16 >3 Yr <= 4 Yr 1708.56 30-90 Days N-5 104.03 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 34412.19 >3 Yr <= 4 Yr 2208.88 <30 Days N-6 3617.52 Yes Liberty International Finance Ltd. Treasury