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 Other Supranational No 99624.06 Day 11 6672.97 30-90 Days A-4-Q 8782.53 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 81197.50 Day 11 4852.55 91-180 Days A-5-Q 10278.54 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 706.33 Day 11 54.88 <30 Days CB-1-Q 108.39 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 87542.02 Day 11 1542.80 91-180 Days CB-2-Q 16506.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 66462.38 Day 11 8699.09 91-180 Days S-1-Q 4630.54 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 88906.08 Day 11 8474.70 91-180 Days S-2-Q 2268.24 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 26007.24 Day 11 1228.77 Open S-3-Q 9.89 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 49916.20 Day 11 1519.33 30-90 Days S-4-Q 6553.58 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 28628.59 Day 11 3260.19 30-90 Days CB-3-Q 2524.38 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 88349.52 Day 11 6957.16 91-180 Days G-1-Q 10901.08 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 99618.17 Day 11 573.44 Open G-2-Q 7134.75 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 79542.45 Day 11 1907.18 <30 Days G-3-Q 14366.01 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 60520.82 Day 11 3745.50 91-180 Days S-5-Q 10071.02 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 7315.69 Day 11 436.17 91-180 Days S-6-Q 1134.82 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 5063.85 Day 11 627.11 <30 Days S-7-Q 17.05 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 23463.92 Day 11 2137.26 91-180 Days E-1-Q 2977.94 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 56634.52 Day 11 7277.37 30-90 Days E-2-Q 10303.17 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 112987.83 Day 11 6430.04 <30 Days IG-1-Q 6386.19 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 67366.51 Day 11 7444.41 <30 Days IG-2-Q 11760.22 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 55775.79 Day 11 40.48 <30 Days C-1 4227.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 92535.70 Day 11 5067.84 30-90 Days CB-4 17191.66 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 58087.04 Day 11 675.20 30-90 Days E-10 6486.29 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 62326.10 Day 11 3312.39 <30 Days E-3 7896.82 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 34945.71 Day 11 2213.96 Open E-4 6631.81 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 74185.02 Day 11 3359.00 91-180 Days E-5 1318.93 Yes Liberty International Finance Ltd. Treasury