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 67494.16 Day 27 647.93 91-180 Days A-0-Q 6898.94 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 37879.54 Day 27 752.40 30-90 Days A-1-Q 11.77 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 33269.78 Day 27 1511.48 <30 Days A-2-Q 1820.68 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 94301.10 Day 27 6218.21 30-90 Days A-3-Q 11068.84 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 28455.99 Day 27 2688.70 <30 Days A-4-Q 1260.25 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 102793.50 Day 27 10914.15 <30 Days A-5-Q 11728.77 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 33473.28 Day 27 4597.84 30-90 Days CB-1-Q 701.96 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 100373.59 Day 27 14881.35 <30 Days CB-2-Q 330.56 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 44504.62 Day 27 2997.51 Open S-1-Q 4717.56 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 11958.92 Day 27 882.98 30-90 Days S-2-Q 487.75 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 57440.02 Day 27 1180.69 Open S-3-Q 3106.76 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 24295.04 Day 27 1102.93 Open S-4-Q 3879.23 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 38946.59 Day 27 2866.05 30-90 Days CB-3-Q 6765.75 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 96501.36 Day 27 5220.99 30-90 Days G-1-Q 2461.50 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 75305.59 Day 27 1663.28 Open G-2-Q 12749.49 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 65798.16 Day 27 5386.50 91-180 Days G-3-Q 11485.89 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 67771.42 Day 27 4982.89 <30 Days S-5-Q 5307.10 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 46330.56 Day 27 2673.58 30-90 Days S-6-Q 1504.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 46882.22 Day 27 1980.29 <30 Days S-7-Q 8096.75 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 68459.39 Day 27 9847.89 Open E-1-Q 10531.22 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 97414.41 Day 27 10501.80 <30 Days E-2-Q 2219.04 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 13798.13 Day 27 1054.09 91-180 Days IG-1-Q 870.24 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 108666.50 Day 27 10722.91 Open IG-2-Q 7220.34 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 112530.57 Day 27 5175.58 <30 Days C-1 6846.95 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 26180.12 Day 27 427.16 Open CB-4 1572.12 Yes Liberty Capital Markets Inc. Legal