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 66491.24 >4 Yr <= 5 Yr 2915.51 Open L-4 5250.91 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 43764.97 >4 Yr <= 5 Yr 4900.49 91-180 Days L-5 3756.68 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 47155.94 >4 Yr <= 5 Yr 4980.64 <30 Days L-6 975.40 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 100526.41 >4 Yr <= 5 Yr 8429.79 <30 Days L-7 418.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 5243.71 >4 Yr <= 5 Yr 373.61 Open L-8 951.31 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 54022.35 >4 Yr <= 5 Yr 4957.14 91-180 Days L-9 10573.27 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 101803.85 >4 Yr <= 5 Yr 947.58 30-90 Days LC-1 15752.68 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 100989.72 >4 Yr <= 5 Yr 9471.85 Open LC-2 2505.44 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 35523.22 >4 Yr <= 5 Yr 80.43 Open N-1 6220.35 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 19707.02 >4 Yr <= 5 Yr 1275.90 Open N-2 879.38 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 98313.00 >4 Yr <= 5 Yr 292.07 Open N-3 7738.92 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 35556.16 >4 Yr <= 5 Yr 3292.52 <30 Days N-4 1611.20 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 103201.25 >4 Yr <= 5 Yr 7828.52 30-90 Days N-5 12535.55 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 83572.62 >4 Yr <= 5 Yr 7178.02 91-180 Days N-6 8881.58 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 67639.11 >4 Yr <= 5 Yr 1289.59 30-90 Days N-7 1737.52 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 83284.72 >4 Yr <= 5 Yr 6001.26 91-180 Days P-1 5587.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 49319.28 >4 Yr <= 5 Yr 6530.22 <30 Days P-2 111.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 69714.44 >4 Yr <= 5 Yr 4504.40 30-90 Days S-8 5771.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 54305.05 >4 Yr <= 5 Yr 4951.24 30-90 Days Y-1 6227.30 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 10985.51 >4 Yr <= 5 Yr 174.27 30-90 Days Y-2 29.52 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 90356.68 >4 Yr <= 5 Yr 8064.35 30-90 Days Y-3 10234.13 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 89720.68 >4 Yr <= 5 Yr 5499.41 30-90 Days Y-4 8768.87 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 34814.48 >4 Yr <= 5 Yr 3684.63 <30 Days Z-1 4651.17 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 42744.98 >4 Yr <= 5 Yr 5363.85 <30 Days A-2 7380.05 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 62721.58 >4 Yr <= 5 Yr 5637.85 91-180 Days A-3 10125.42 No Operations