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 No 7489.22 271 - 364 Days 362.59 Open IG-2-Q 1473.88 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 17595.85 271 - 364 Days 2285.92 91-180 Days C-1 2097.91 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 77372.72 271 - 364 Days 10133.57 Open CB-4 14770.31 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 40762.92 271 - 364 Days 5792.60 30-90 Days E-10 1173.16 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 61273.47 271 - 364 Days 1016.68 30-90 Days E-3 5820.67 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 65792.24 271 - 364 Days 310.73 <30 Days E-4 3951.14 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 110830.66 271 - 364 Days 7505.90 <30 Days E-5 16434.36 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 64245.97 271 - 364 Days 8153.68 30-90 Days E-6 499.79 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 8418.21 271 - 364 Days 27.69 <30 Days E-7 195.28 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 54720.69 271 - 364 Days 6734.88 30-90 Days E-8 3291.36 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 85168.02 271 - 364 Days 9288.65 30-90 Days E-9 590.48 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 110002.22 271 - 364 Days 2166.75 Open G-4 20496.03 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 52399.36 271 - 364 Days 1752.83 30-90 Days IG-3 8613.87 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 111469.64 271 - 364 Days 14593.90 Open IG-4 14538.49 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 2887.17 271 - 364 Days 283.52 Open IG-5 230.14 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 10548.29 271 - 364 Days 1324.06 91-180 Days IG-6 202.92 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 28381.76 271 - 364 Days 2772.32 Open IG-7 4962.62 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 19040.68 271 - 364 Days 720.82 91-180 Days IG-8 159.32 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 32837.36 271 - 364 Days 1845.01 91-180 Days L-1 3243.33 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 74241.23 271 - 364 Days 1608.21 30-90 Days L-10 10262.94 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 79147.84 271 - 364 Days 8782.08 <30 Days L-11 11200.20 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 71121.76 271 - 364 Days 9249.85 <30 Days L-2 8216.98 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 78036.82 271 - 364 Days 10342.80 30-90 Days L-3 14555.58 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 41855.50 271 - 364 Days 4067.97 91-180 Days L-4 4923.65 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 86615.57 271 - 364 Days 4004.94 <30 Days L-5 4536.27 Yes Liberty Capital Markets Inc. Legal