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 Sovereign No 70002.46 Day 55 3010.65 <30 Days S-1-Q 6200.60 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 77503.25 Day 55 10369.41 Open S-2-Q 15337.20 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 111070.87 Day 55 12972.70 Open S-3-Q 15068.25 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 35685.73 Day 55 3477.22 Open S-4-Q 1250.81 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 40312.37 Day 55 2232.52 30-90 Days CB-3-Q 4712.24 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 98320.97 Day 55 3642.56 30-90 Days G-1-Q 15786.02 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 30209.43 Day 55 1565.09 Open G-2-Q 2796.56 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 1571.63 Day 55 169.70 30-90 Days G-3-Q 87.11 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 72995.11 Day 55 3729.10 30-90 Days S-5-Q 1037.52 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 45273.50 Day 55 6256.07 91-180 Days S-6-Q 1992.58 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 26474.30 Day 55 1577.41 Open S-7-Q 1711.70 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 48602.66 Day 55 2130.72 <30 Days E-1-Q 5157.02 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 81276.15 Day 55 4032.10 <30 Days E-2-Q 6964.52 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 10184.09 Day 55 652.28 <30 Days IG-1-Q 1723.80 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 99007.60 Day 55 1422.91 91-180 Days IG-2-Q 8554.46 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 69748.82 Day 55 7135.37 <30 Days C-1 10309.92 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 7382.74 Day 55 1087.86 Open CB-4 205.38 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 14789.69 Day 55 967.87 <30 Days E-10 1765.69 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 88719.03 Day 55 9190.78 91-180 Days E-3 8062.53 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 95427.03 Day 55 1231.42 <30 Days E-4 18173.13 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 67104.44 Day 55 9065.82 91-180 Days E-5 6766.02 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 13010.88 Day 55 994.94 91-180 Days E-6 1937.32 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 19859.08 Day 55 1946.49 91-180 Days E-7 2967.31 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 82573.54 Day 55 9088.43 30-90 Days E-8 8902.30 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 98152.12 Day 55 4873.73 <30 Days E-9 303.43 No Operations