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 Financial Market Utility Yes 98599.90 Day 34 3320.40 91-180 Days S-6 12405.26 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 46881.56 Day 34 3043.80 Open S-7 4974.31 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 27200.36 Day 35 3383.28 <30 Days A-0-Q 2097.30 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 61935.87 Day 35 9052.11 Open A-1-Q 4674.99 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 38219.74 Day 35 2213.93 Open A-2-Q 2223.32 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 59190.23 Day 35 2475.77 91-180 Days A-3-Q 8600.55 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 91871.15 Day 35 5528.80 Open A-4-Q 8666.97 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 13870.57 Day 35 1524.78 91-180 Days A-5-Q 2118.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 82845.31 Day 35 4124.67 Open CB-1-Q 7957.17 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 35063.70 Day 35 2525.04 30-90 Days CB-2-Q 2740.70 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 77212.71 Day 35 5963.49 91-180 Days S-1-Q 4543.21 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 84722.42 Day 35 9696.43 91-180 Days S-2-Q 12868.98 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 69173.26 Day 35 8087.83 Open S-3-Q 7562.27 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 98410.44 Day 35 1895.84 91-180 Days S-4-Q 11381.58 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 45105.13 Day 35 3289.85 Open CB-3-Q 1537.61 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 33781.57 Day 35 2979.87 <30 Days G-1-Q 3838.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 72372.97 Day 35 10224.70 30-90 Days G-2-Q 3964.09 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 83698.16 Day 35 7362.55 91-180 Days G-3-Q 15205.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 41204.63 Day 35 2252.68 Open S-5-Q 1326.59 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 102551.14 Day 35 10924.27 Open S-6-Q 5429.15 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 84079.62 Day 35 2994.41 Open S-7-Q 4178.60 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 95436.89 Day 35 1547.77 <30 Days E-1-Q 16342.86 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 27475.95 Day 35 2628.99 Open E-2-Q 3757.34 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 36810.53 Day 35 4827.01 Open IG-1-Q 7231.86 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 105100.10 Day 35 9974.60 <30 Days IG-2-Q 10007.87 No Treasury