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 61852.74 Day 43 4423.81 30-90 Days S-5 1730.50 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 34427.17 Day 43 4546.79 30-90 Days S-6 3032.36 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 67190.32 Day 43 2985.72 30-90 Days S-7 10751.66 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 5064.14 Day 44 675.11 <30 Days A-0-Q 821.49 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 62139.63 Day 44 3900.15 91-180 Days A-1-Q 7543.40 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 22492.82 Day 44 184.88 30-90 Days A-2-Q 413.68 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 2900.91 Day 44 9.74 91-180 Days A-3-Q 494.28 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 17733.09 Day 44 787.28 91-180 Days A-4-Q 1642.60 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 79641.81 Day 44 2876.79 Open A-5-Q 3722.82 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 43370.44 Day 44 2081.52 <30 Days CB-1-Q 2142.58 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 92608.46 Day 44 1583.78 <30 Days CB-2-Q 17325.91 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 68462.13 Day 44 2647.56 <30 Days S-1-Q 5453.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 73014.37 Day 44 1565.71 <30 Days S-2-Q 8677.93 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 69595.99 Day 44 6085.70 Open S-3-Q 8529.37 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 88060.63 Day 44 8493.80 91-180 Days S-4-Q 3801.45 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 73375.10 Day 44 9096.61 30-90 Days CB-3-Q 1715.93 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 44154.30 Day 44 4802.56 91-180 Days G-1-Q 7012.24 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 13858.84 Day 44 146.31 <30 Days G-2-Q 166.63 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 37987.13 Day 44 4499.32 Open G-3-Q 5634.25 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 41355.51 Day 44 3587.74 Open S-5-Q 5084.83 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 66129.67 Day 44 2274.52 Open S-6-Q 5789.27 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 109002.27 Day 44 2291.02 <30 Days S-7-Q 9950.39 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 105831.55 Day 44 5332.79 91-180 Days E-1-Q 4699.09 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 49832.88 Day 44 7319.70 <30 Days E-2-Q 9654.12 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 85882.87 Day 44 11956.63 Open IG-1-Q 4056.38 Yes Liberty Capital Markets Inc. Legal