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 Bank No 34530.74 Perpetual 660.09 91-180 Days A-5-Q 4135.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 109850.58 Perpetual 9715.57 Open CB-1-Q 13380.83 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 88907.15 Perpetual 1246.87 Open CB-2-Q 9634.89 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 77206.11 Perpetual 3663.01 Open S-1-Q 1119.66 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 85889.53 Perpetual 1148.13 91-180 Days S-2-Q 8743.86 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 29758.00 Perpetual 4396.15 Open S-3-Q 5249.69 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 38929.36 Perpetual 2076.29 91-180 Days S-4-Q 5779.48 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 82581.16 Perpetual 8148.73 30-90 Days CB-3-Q 14810.73 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 74590.22 Perpetual 1322.78 Open G-1-Q 3331.82 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 83500.07 Perpetual 8446.97 91-180 Days G-2-Q 2949.85 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 84428.28 Perpetual 1588.45 Open G-3-Q 12937.82 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 4713.81 Perpetual 264.92 30-90 Days S-5-Q 673.20 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 58272.65 Perpetual 2406.70 91-180 Days S-6-Q 2607.20 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 26039.48 Perpetual 1156.72 91-180 Days S-7-Q 834.12 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 69565.96 Perpetual 229.97 91-180 Days E-1-Q 6107.59 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 18354.19 Perpetual 200.51 <30 Days E-2-Q 582.01 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 100990.81 Perpetual 14837.15 91-180 Days IG-1-Q 1398.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 53155.84 Perpetual 628.19 30-90 Days IG-2-Q 8045.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 41531.73 Perpetual 2315.79 Open C-1 5566.98 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 109796.33 Perpetual 10174.38 Open CB-4 4241.76 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 17599.88 Perpetual 1771.66 30-90 Days E-10 518.80 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 20511.41 Perpetual 1642.98 30-90 Days E-3 3949.28 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 66534.97 Perpetual 1878.75 <30 Days E-4 10061.41 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 24390.07 Perpetual 944.35 91-180 Days E-5 1336.06 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 29796.18 Perpetual 1058.73 91-180 Days E-6 4779.47 No Risk Management