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 57182.99 Day 40 6118.27 91-180 Days G-2 8185.55 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 12198.98 Day 40 403.81 30-90 Days G-3 2189.78 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 50523.34 Day 40 386.35 Open IG-1 7703.61 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 39642.13 Day 40 3157.81 30-90 Days IG-2 4507.42 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 53466.62 Day 40 3211.11 <30 Days S-1 9856.10 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 2852.40 Day 40 93.41 30-90 Days S-2 63.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 42670.37 Day 40 3611.59 <30 Days S-3 7024.40 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 10703.78 Day 40 1070.52 30-90 Days S-4 2130.11 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 76370.34 Day 40 2627.21 30-90 Days S-5 12600.67 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 14927.65 Day 40 717.98 <30 Days S-6 2673.81 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 29839.31 Day 40 3600.32 Open S-7 3575.02 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 112823.93 Day 41 16024.97 91-180 Days A-0-Q 9512.60 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 47554.81 Day 41 387.22 30-90 Days A-1-Q 4284.02 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 39841.02 Day 41 609.44 <30 Days A-2-Q 2424.47 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 29371.25 Day 41 3749.76 <30 Days A-3-Q 152.48 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 5238.45 Day 41 474.53 91-180 Days A-4-Q 646.58 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 38235.00 Day 41 801.05 30-90 Days A-5-Q 5937.89 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 36963.29 Day 41 3796.12 <30 Days CB-1-Q 5428.61 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 44942.73 Day 41 2824.96 30-90 Days CB-2-Q 5373.43 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 6431.04 Day 41 337.96 91-180 Days S-1-Q 673.90 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 26042.60 Day 41 961.82 Open S-2-Q 2700.50 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 37072.60 Day 41 4601.90 30-90 Days S-3-Q 7320.01 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 86966.08 Day 41 11625.48 91-180 Days S-4-Q 5290.61 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 26119.12 Day 41 3301.45 Open CB-3-Q 2482.56 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 8531.04 Day 41 10.25 Open G-1-Q 502.67 Yes Liberty Wealth Management LLC Finance