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 Sovereign No 36302.46 Open 1250.61 30-90 Days A-3-Q 3236.52 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 74988.77 Open 2848.65 <30 Days A-4-Q 3492.05 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 6319.48 Open 286.33 <30 Days A-5-Q 736.39 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 15284.96 Open 1987.23 <30 Days CB-1-Q 1421.97 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 37729.93 Open 4047.29 30-90 Days CB-2-Q 7211.28 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 95371.06 Open 7474.84 <30 Days S-1-Q 7817.00 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 86530.21 Open 4624.96 30-90 Days S-2-Q 3530.28 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 106521.58 Open 5561.12 30-90 Days S-3-Q 689.73 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 62923.85 Open 3899.93 91-180 Days S-4-Q 3268.12 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 56470.80 Open 2672.60 91-180 Days CB-3-Q 5351.58 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 85160.06 Open 1698.27 30-90 Days G-1-Q 13780.95 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 46640.24 Open 2323.26 <30 Days G-2-Q 953.85 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 113698.19 Open 319.84 Open G-3-Q 2799.09 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 6737.88 Open 607.84 30-90 Days S-5-Q 641.58 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 9566.22 Open 274.46 Open S-6-Q 935.39 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 64166.73 Open 5088.02 91-180 Days S-7-Q 8733.55 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 55496.63 Open 2876.04 91-180 Days E-1-Q 8289.13 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 81148.51 Open 2090.11 <30 Days E-2-Q 5739.24 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 74219.80 Open 378.75 30-90 Days IG-1-Q 11995.14 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 11241.09 Open 1480.97 <30 Days IG-2-Q 804.89 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 5902.62 Open 695.48 <30 Days C-1 223.89 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 24317.40 Open 1398.89 30-90 Days CB-4 1324.04 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 77001.93 Open 7625.06 Open E-10 8912.35 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 65405.01 Open 2803.90 <30 Days E-3 9686.70 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 38582.12 Open 2888.38 <30 Days E-4 7596.29 Yes Liberty Capital Markets Inc. Treasury