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 Yes 88507.31 Day 38 7402.34 Open E-2 14875.42 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 45266.61 Day 38 391.85 Open G-1 1587.69 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 21737.62 Day 38 1093.02 30-90 Days G-2 3837.23 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 105486.47 Day 38 179.03 Open G-3 11675.94 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 15948.93 Day 38 1967.13 Open IG-1 2375.95 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 80504.73 Day 38 7932.99 91-180 Days IG-2 5060.62 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 76569.36 Day 38 4573.89 Open S-1 3252.51 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 97955.59 Day 38 7774.13 Open S-2 13554.07 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 89440.25 Day 38 5406.50 <30 Days S-3 116.23 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 25770.44 Day 38 965.81 91-180 Days S-4 2915.75 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 69090.25 Day 38 10092.29 30-90 Days S-5 9440.62 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 109769.28 Day 38 4388.40 91-180 Days S-6 2475.78 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 15852.59 Day 38 1406.48 91-180 Days S-7 387.67 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 55766.19 Day 39 3163.60 91-180 Days A-0-Q 2072.20 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 101207.30 Day 39 5696.03 30-90 Days A-1-Q 8771.89 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 59660.17 Day 39 2740.81 30-90 Days A-2-Q 10254.37 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 16258.83 Day 39 1235.85 Open A-3-Q 1761.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 66141.19 Day 39 6275.04 Open A-4-Q 10537.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 33810.82 Day 39 5028.20 30-90 Days A-5-Q 73.12 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 73766.34 Day 39 3265.73 91-180 Days CB-1-Q 160.57 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 79090.73 Day 39 540.41 30-90 Days CB-2-Q 14114.56 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 66587.96 Day 39 6411.01 30-90 Days S-1-Q 7310.68 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 90023.75 Day 39 10138.64 Open S-2-Q 13184.87 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 56588.95 Day 39 6016.42 91-180 Days S-3-Q 4441.23 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 34557.41 Day 39 2927.02 <30 Days S-4-Q 3695.11 No Treasury