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 Yes 79366.63 Day 25 2126.78 30-90 Days G-2 4275.05 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 57116.90 Day 25 3943.66 <30 Days G-3 7284.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 7023.14 Day 25 882.18 <30 Days IG-1 397.99 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 93239.43 Day 25 7693.22 30-90 Days IG-2 12230.89 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 22960.67 Day 25 2353.36 Open S-1 2824.24 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 76191.50 Day 25 6412.30 30-90 Days S-2 7586.22 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 85681.45 Day 25 7951.72 <30 Days S-3 4415.90 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 27575.48 Day 25 1623.77 <30 Days S-4 1749.53 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 85742.14 Day 25 11484.70 30-90 Days S-5 10428.13 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 49918.73 Day 25 3200.04 Open S-6 5477.47 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 74274.12 Day 25 2680.34 91-180 Days S-7 4730.79 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 98022.20 Day 26 9497.23 91-180 Days A-0-Q 12332.71 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 98936.99 Day 26 1333.74 91-180 Days A-1-Q 9270.24 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 34919.32 Day 26 3590.14 <30 Days A-2-Q 5985.15 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 66093.19 Day 26 6732.07 <30 Days A-3-Q 11225.38 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 58200.35 Day 26 66.17 Open A-4-Q 2665.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 80045.42 Day 26 3651.28 30-90 Days A-5-Q 6054.89 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 45296.59 Day 26 2666.46 30-90 Days CB-1-Q 5807.18 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 105798.85 Day 26 1471.68 <30 Days CB-2-Q 1257.48 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 20517.22 Day 26 116.75 Open S-1-Q 3963.79 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 34063.17 Day 26 1489.25 30-90 Days S-2-Q 5192.99 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 76962.01 Day 26 7950.36 Open S-3-Q 530.07 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 26726.35 Day 26 1471.73 91-180 Days S-4-Q 1263.89 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 35523.64 Day 26 4173.95 Open CB-3-Q 1711.89 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 105445.14 Day 26 12577.36 91-180 Days G-1-Q 16946.34 Yes Liberty Wealth Management LLC Finance