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 Central Bank No 43708.51 Day 46 4731.77 30-90 Days A-4 1231.83 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 5666.23 Day 46 792.20 <30 Days A-5 341.33 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 39762.85 Day 46 847.95 30-90 Days CB-1 1966.87 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 80269.42 Day 46 8849.78 <30 Days CB-2 11744.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 66590.30 Day 46 6206.34 <30 Days CB-3 5370.45 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 96954.25 Day 46 12359.15 30-90 Days E-1 17880.49 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 16381.05 Day 46 84.89 30-90 Days E-2 1385.62 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 90107.91 Day 46 118.12 91-180 Days G-1 13345.93 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 74100.46 Day 46 11026.35 30-90 Days G-2 1409.64 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 59102.41 Day 46 7652.91 Open G-3 11507.69 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 78771.91 Day 46 5918.81 <30 Days IG-1 12053.75 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 80058.49 Day 46 7473.68 <30 Days IG-2 10021.37 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 26021.90 Day 46 329.35 30-90 Days S-1 3814.61 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 72367.51 Day 46 7605.69 30-90 Days S-2 5486.47 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 109532.42 Day 46 789.30 91-180 Days S-3 9111.13 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 56497.51 Day 46 3730.22 <30 Days S-4 2828.88 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 46065.55 Day 46 6.32 30-90 Days S-5 3348.28 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 67615.83 Day 46 6053.42 91-180 Days S-6 10701.73 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 15626.10 Day 46 1192.23 <30 Days S-7 1920.06 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 26413.08 Day 47 113.04 Open A-0-Q 4608.65 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 70023.39 Day 47 10056.35 <30 Days A-1-Q 7494.21 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 112894.09 Day 47 9290.52 Open A-2-Q 5663.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 4189.49 Day 47 339.89 91-180 Days A-3-Q 640.39 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 41179.41 Day 47 5577.95 <30 Days A-4-Q 6160.42 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 102872.54 Day 47 10476.98 Open A-5-Q 13264.03 Yes Liberty Wealth Management LLC Operations