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 111284.84 Perpetual 3769.25 30-90 Days A-3-Q 5770.73 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 29039.90 Perpetual 2008.06 Open A-4-Q 4207.49 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 67793.14 Perpetual 9078.09 Open A-5-Q 9009.33 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 91323.37 Perpetual 10328.28 91-180 Days CB-1-Q 7550.64 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 98125.13 Perpetual 14505.51 <30 Days CB-2-Q 2881.66 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 52814.45 Perpetual 6403.81 Open S-1-Q 5201.31 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 79385.16 Perpetual 3873.10 30-90 Days S-2-Q 786.90 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 84489.64 Perpetual 12244.86 30-90 Days S-3-Q 13699.37 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 109513.83 Perpetual 15222.94 <30 Days S-4-Q 6382.34 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 86021.26 Perpetual 5796.24 Open CB-3-Q 3401.04 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 10236.18 Perpetual 1092.16 Open G-1-Q 759.64 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 95928.80 Perpetual 9283.29 30-90 Days G-2-Q 4907.63 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 76853.28 Perpetual 9839.51 Open G-3-Q 1239.17 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 108144.17 Perpetual 52.92 30-90 Days S-5-Q 1259.57 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 72955.09 Perpetual 2485.18 Open S-6-Q 2787.22 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 78149.39 Perpetual 5386.10 Open S-7-Q 11339.81 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 95126.20 Perpetual 11511.64 91-180 Days E-1-Q 5073.43 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 43552.87 Perpetual 6229.37 30-90 Days E-2-Q 5918.60 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 80949.40 Perpetual 3417.31 Open IG-1-Q 15015.13 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 65782.59 Perpetual 6128.03 <30 Days IG-2-Q 8782.80 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 107704.75 Perpetual 15550.11 <30 Days C-1 21160.02 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 36380.95 Perpetual 258.76 30-90 Days CB-4 6963.53 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 32764.49 Perpetual 2190.93 <30 Days E-10 1313.59 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 65272.36 Perpetual 9626.68 30-90 Days E-3 6030.00 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 29480.91 Perpetual 3754.44 <30 Days E-4 5748.43 Yes Liberty Wealth Management LLC Risk Management