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 40711.83 Day 7 55.84 Open A-5-Q 728.05 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 78736.04 Day 7 8905.59 30-90 Days CB-1-Q 14894.64 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 46555.78 Day 7 2629.42 <30 Days CB-2-Q 6690.64 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 18191.57 Day 7 2023.15 91-180 Days S-1-Q 3412.96 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 82270.94 Day 7 10170.19 91-180 Days S-2-Q 12343.05 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 110284.99 Day 7 2549.78 91-180 Days S-3-Q 1907.15 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 51169.26 Day 7 1140.39 91-180 Days S-4-Q 807.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 12479.18 Day 7 522.83 30-90 Days CB-3-Q 40.63 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 25417.82 Day 7 1988.54 <30 Days G-1-Q 4860.63 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 72480.63 Day 7 7679.39 Open G-2-Q 9066.56 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 17810.15 Day 7 1040.33 <30 Days G-3-Q 2486.10 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 102978.86 Day 7 11457.76 30-90 Days S-5-Q 3117.80 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 72873.64 Day 7 9038.79 Open S-6-Q 13961.03 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 88389.16 Day 7 1252.14 91-180 Days S-7-Q 12410.74 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 12067.40 Day 7 1498.49 Open E-1-Q 2363.93 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 66342.82 Day 7 1020.20 Open E-2-Q 6103.88 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 91066.03 Day 7 8515.76 <30 Days IG-1-Q 214.66 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 41270.12 Day 7 4611.72 Open IG-2-Q 5952.93 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 74414.81 Day 7 10134.78 Open C-1 13233.73 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 5056.40 Day 7 440.89 <30 Days CB-4 315.85 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 38140.83 Day 7 3781.77 Open E-10 2549.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 101932.35 Day 7 11293.28 30-90 Days E-3 17226.09 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 25855.91 Day 7 1076.60 30-90 Days E-4 4936.18 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 9987.53 Day 7 447.60 30-90 Days E-5 865.72 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 41663.49 Day 7 4702.00 91-180 Days E-6 1486.52 Yes Liberty International Finance Ltd. Legal