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 Small Business No 5438.36 Day 2 587.21 <30 Days N-1 349.90 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 91146.49 Day 2 9549.22 <30 Days N-2 4348.84 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 70690.72 Day 2 10390.66 30-90 Days N-3 2571.06 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 4179.83 Day 2 405.19 30-90 Days N-4 470.16 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 69689.12 Day 2 8043.80 <30 Days N-5 742.48 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 58202.70 Day 2 5833.07 91-180 Days N-6 3615.59 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 49313.50 Day 2 4739.53 Open N-7 4558.54 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 84611.99 Day 2 12384.38 91-180 Days P-1 4097.23 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 96824.06 Day 2 4028.44 30-90 Days P-2 3007.01 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 22597.29 Day 2 3179.65 91-180 Days S-8 1343.51 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 64376.16 Day 2 9384.32 91-180 Days Y-1 2028.56 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 109402.47 Day 2 4828.31 Open Y-2 4426.03 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 92644.08 Day 2 1899.48 91-180 Days Y-3 17164.52 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 95853.00 Day 2 2525.08 91-180 Days Y-4 14996.28 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 68629.28 Day 2 5635.90 30-90 Days Z-1 2059.69 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 48755.40 Day 2 5239.22 Open A-2 9197.72 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 36081.99 Day 2 3319.18 <30 Days A-3 2182.09 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 43781.24 Day 2 5152.66 <30 Days A-4 7410.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 63131.91 Day 2 2669.50 30-90 Days A-5 4014.12 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 79942.78 Day 2 9297.28 <30 Days CB-1 8633.93 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 65932.38 Day 2 9712.61 91-180 Days CB-2 11734.96 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 72857.87 Day 2 10565.99 <30 Days CB-3 13665.50 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 57488.50 Day 2 2930.01 91-180 Days E-1 5344.10 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 16672.83 Day 2 1603.94 91-180 Days E-2 3169.63 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 37588.35 Day 2 1870.41 Open G-1 1647.21 Yes Liberty Wealth Management LLC Risk Management