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 Yes 63307.97 Day 58 5955.10 91-180 Days IG-1 4948.99 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 81737.77 Day 58 8965.24 Open IG-2 9401.73 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 62116.00 Day 58 1539.45 Open S-1 2472.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 6647.83 Day 58 331.87 30-90 Days S-2 112.33 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 77234.33 Day 58 3191.17 30-90 Days S-3 10725.49 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 74925.10 Day 58 259.01 91-180 Days S-4 13556.43 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 76451.66 Day 58 1886.27 91-180 Days S-5 4254.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 11211.63 Day 58 820.90 91-180 Days S-6 1996.69 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 34284.59 Day 58 616.21 <30 Days S-7 1060.71 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 84250.31 Day 59 3435.85 30-90 Days A-0-Q 426.65 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 54284.43 Day 59 2852.62 Open A-1-Q 8865.50 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 92975.98 Day 59 8109.47 91-180 Days A-2-Q 10019.59 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 17447.93 Day 59 2210.77 91-180 Days A-3-Q 706.53 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 96533.08 Day 59 5361.14 <30 Days A-4-Q 6802.05 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 78011.43 Day 59 8866.64 91-180 Days A-5-Q 9222.62 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 68861.80 Day 59 957.32 30-90 Days CB-1-Q 13492.49 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 16755.86 Day 59 2273.36 30-90 Days CB-2-Q 3044.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 41137.54 Day 59 5649.13 <30 Days S-1-Q 4347.72 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 92344.78 Day 59 11414.67 91-180 Days S-2-Q 10462.78 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 77572.62 Day 59 329.91 <30 Days S-3-Q 12391.69 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 51060.14 Day 59 2991.42 Open S-4-Q 38.39 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 30244.59 Day 59 2465.82 <30 Days CB-3-Q 1375.52 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 73609.82 Day 59 10712.54 30-90 Days G-1-Q 764.36 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 17948.60 Day 59 56.59 <30 Days G-2-Q 3268.45 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 113163.94 Day 59 8282.84 91-180 Days G-3-Q 16370.00 No Risk Management