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 3741.30 Day 2 497.60 30-90 Days A-0-Q 158.45 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 108377.09 Day 2 7269.77 30-90 Days A-1-Q 3904.49 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 95576.49 Day 2 11565.36 91-180 Days A-2-Q 6422.32 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 86574.48 Day 2 2058.29 30-90 Days A-3-Q 6631.25 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 2059.19 Day 2 19.97 30-90 Days A-4-Q 277.34 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 100745.78 Day 2 6339.02 91-180 Days A-5-Q 18207.53 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 78647.50 Day 2 5470.48 91-180 Days CB-1-Q 5880.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 53536.26 Day 2 94.13 30-90 Days CB-2-Q 5624.47 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 64363.03 Day 2 5439.47 <30 Days S-1-Q 1123.30 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 107845.07 Day 2 7347.81 30-90 Days S-2-Q 5872.96 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 56129.82 Day 2 283.96 91-180 Days S-3-Q 1636.14 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 8822.74 Day 2 285.62 Open S-4-Q 1071.27 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 78214.64 Day 2 4537.16 30-90 Days CB-3-Q 2532.40 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 104767.93 Day 2 11944.64 Open G-1-Q 11721.33 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 85400.06 Day 2 11051.21 30-90 Days G-2-Q 1143.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 103735.48 Day 2 1469.55 30-90 Days G-3-Q 15448.62 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 76146.67 Day 2 2202.25 91-180 Days S-5-Q 6550.24 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 89635.08 Day 2 367.12 91-180 Days S-6-Q 8923.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 49790.32 Day 2 7262.53 91-180 Days S-7-Q 8828.80 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 101979.94 Day 2 15061.33 91-180 Days E-1-Q 5397.56 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 4180.98 Day 2 410.23 <30 Days E-2-Q 97.83 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 2.39 Day 2 0.06 30-90 Days IG-1-Q 0.28 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 26488.60 Day 2 80.23 91-180 Days IG-2-Q 1583.58 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 102487.27 Day 2 11884.45 <30 Days C-1 5403.88 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 32934.28 Day 2 1741.79 Open CB-4 3951.46 No Risk Management