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 16593.25 Day 56 522.99 Open A-5-Q 2971.94 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 35814.49 Day 56 3269.85 91-180 Days CB-1-Q 3405.06 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 61446.14 Day 56 9173.35 30-90 Days CB-2-Q 9879.43 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 93839.13 Day 56 8342.87 Open S-1-Q 11465.12 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 39359.42 Day 56 168.21 Open S-2-Q 3752.98 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 80852.87 Day 56 6633.47 91-180 Days S-3-Q 2725.47 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 15531.07 Day 56 923.24 91-180 Days S-4-Q 2567.23 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 91258.10 Day 56 10444.85 <30 Days CB-3-Q 6281.23 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 107650.32 Day 56 11219.05 Open G-1-Q 105.22 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 91693.83 Day 56 7579.93 Open G-2-Q 14976.13 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 18732.67 Day 56 2225.39 Open G-3-Q 1298.92 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 99854.41 Day 56 4305.91 91-180 Days S-5-Q 15058.53 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 112126.08 Day 56 8296.98 30-90 Days S-6-Q 16605.44 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 31185.84 Day 56 2953.34 <30 Days S-7-Q 1064.46 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 72829.44 Day 56 9255.63 <30 Days E-1-Q 1791.49 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 49708.14 Day 56 1200.87 91-180 Days E-2-Q 6838.28 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 30523.58 Day 56 384.44 <30 Days IG-1-Q 534.86 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 51935.55 Day 56 3188.09 91-180 Days IG-2-Q 3106.95 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 94892.39 Day 56 8430.66 91-180 Days C-1 109.81 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 77559.14 Day 56 3116.33 <30 Days CB-4 11760.44 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 110758.67 Day 56 12110.20 91-180 Days E-10 11857.89 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 79589.55 Day 56 224.42 30-90 Days E-3 2396.36 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 53446.14 Day 56 4749.22 <30 Days E-4 4655.30 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 69950.11 Day 56 2481.77 Open E-5 4638.66 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 96569.85 Day 56 3727.25 30-90 Days E-6 3294.04 No Treasury