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 80644.57 91 - 120 Days 2395.68 Open E-5 2638.51 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 13842.32 91 - 120 Days 2009.39 <30 Days E-6 1951.62 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 42815.79 91 - 120 Days 1428.27 30-90 Days E-7 7520.76 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 15699.63 91 - 120 Days 1025.16 30-90 Days E-8 2151.02 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 95290.32 91 - 120 Days 11916.50 <30 Days E-9 6951.40 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 42891.02 91 - 120 Days 4456.27 Open G-4 1076.20 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 14232.76 91 - 120 Days 1812.03 91-180 Days IG-3 416.63 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 54460.18 91 - 120 Days 3763.14 91-180 Days IG-4 2174.66 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 84551.90 91 - 120 Days 10706.80 Open IG-5 14767.15 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 43481.15 91 - 120 Days 4235.95 91-180 Days IG-6 6976.67 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 75866.07 91 - 120 Days 8319.18 30-90 Days IG-7 5375.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 69802.39 91 - 120 Days 9465.24 <30 Days IG-8 2147.50 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 48722.58 91 - 120 Days 4781.31 <30 Days L-1 1628.19 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 10734.58 91 - 120 Days 1501.23 Open L-10 1720.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 102118.33 91 - 120 Days 1676.31 Open L-11 15132.49 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 2431.07 91 - 120 Days 156.52 91-180 Days L-2 447.03 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 56779.17 91 - 120 Days 4645.63 30-90 Days L-3 7429.49 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 33064.69 91 - 120 Days 4627.55 Open L-4 5226.81 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 93907.67 91 - 120 Days 5899.69 <30 Days L-5 7790.07 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 103580.22 91 - 120 Days 11411.18 30-90 Days L-6 12185.75 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 99788.05 91 - 120 Days 3361.95 <30 Days L-7 18657.79 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 73153.72 91 - 120 Days 529.73 Open L-8 12905.65 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 84355.82 91 - 120 Days 2473.09 Open L-9 5798.88 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 23568.76 91 - 120 Days 750.20 30-90 Days LC-1 1562.35 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 6735.71 91 - 120 Days 892.70 91-180 Days LC-2 833.98 No Operations