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 57600.40 Day 30 2446.81 91-180 Days S-2 3639.74 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 38925.05 Day 30 1369.74 Open S-3 542.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 12046.90 Day 30 1642.96 91-180 Days S-4 2374.25 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 62719.16 Day 30 5597.11 Open S-5 2535.90 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 99739.29 Day 30 7444.51 91-180 Days S-6 2892.64 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 61334.92 Day 30 3369.13 30-90 Days S-7 9320.26 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 87084.98 Day 31 12773.87 Open A-0-Q 2271.83 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 30294.64 Day 31 2355.46 91-180 Days A-1-Q 1084.85 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 66223.46 Day 31 9100.16 Open A-2-Q 8572.66 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 106494.65 Day 31 9975.24 30-90 Days A-3-Q 9130.45 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 57575.71 Day 31 700.52 Open A-4-Q 201.04 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 9026.27 Day 31 932.72 Open A-5-Q 1663.44 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 32599.82 Day 31 4234.40 Open CB-1-Q 4453.80 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 105891.99 Day 31 14662.29 <30 Days CB-2-Q 15193.55 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 60149.76 Day 31 6418.15 30-90 Days S-1-Q 6131.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 31740.07 Day 31 4664.96 30-90 Days S-2-Q 2994.55 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 81946.76 Day 31 3380.40 91-180 Days S-3-Q 16026.07 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 48373.89 Day 31 539.74 91-180 Days S-4-Q 5244.10 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 79852.09 Day 31 6941.82 30-90 Days CB-3-Q 10411.99 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 66609.71 Day 31 5715.58 <30 Days G-1-Q 2173.40 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 97183.16 Day 31 6910.41 30-90 Days G-2-Q 11121.22 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 54746.61 Day 31 4815.87 30-90 Days G-3-Q 5590.47 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 13986.08 Day 31 417.49 30-90 Days S-5-Q 1438.91 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 16294.52 Day 31 2012.31 Open S-6-Q 86.86 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 25927.14 Day 31 1664.63 Open S-7-Q 1429.31 No Treasury