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 Non-Financial Corporate No 108677.44 Day 4 10162.10 30-90 Days S-5 3931.63 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 201.82 Day 4 9.33 <30 Days S-6 24.10 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 35165.59 Day 4 1326.51 30-90 Days S-7 4948.11 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 23490.87 Day 5 1984.34 30-90 Days A-0-Q 3407.51 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 108430.03 Day 5 3121.00 91-180 Days A-1-Q 10333.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 59871.32 Day 5 8884.10 91-180 Days A-2-Q 3487.47 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 68383.64 Day 5 1192.63 <30 Days A-3-Q 1153.97 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 23486.44 Day 5 3313.23 <30 Days A-4-Q 1617.35 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 68503.42 Day 5 8462.96 <30 Days A-5-Q 12687.50 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 56470.32 Day 5 5345.63 <30 Days CB-1-Q 2182.23 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 28291.41 Day 5 3063.10 30-90 Days CB-2-Q 3198.02 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 58579.45 Day 5 6353.03 Open S-1-Q 9340.52 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 107175.21 Day 5 13446.82 91-180 Days S-2-Q 3256.25 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 97386.14 Day 5 8855.68 30-90 Days S-3-Q 8974.15 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 57229.98 Day 5 5503.00 Open S-4-Q 8840.71 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 35113.59 Day 5 3831.52 30-90 Days CB-3-Q 3114.61 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 61655.84 Day 5 8305.33 <30 Days G-1-Q 2856.21 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 93525.49 Day 5 9638.92 <30 Days G-2-Q 8491.76 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 96635.04 Day 5 6568.89 <30 Days G-3-Q 6950.12 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 16038.91 Day 5 2351.12 Open S-5-Q 1090.03 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 73855.55 Day 5 6951.37 Open S-6-Q 9374.48 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 79099.06 Day 5 5881.73 30-90 Days S-7-Q 5219.95 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 95598.20 Day 5 8103.02 Open E-1-Q 16718.74 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 62117.12 Day 5 507.02 Open E-2-Q 1004.12 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 6812.96 Day 5 175.02 91-180 Days IG-1-Q 31.17 No Treasury