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 68284.37 Day 34 8955.66 Open LC-2 10204.23 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 89508.16 Day 34 3252.19 30-90 Days N-1 1318.87 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 64669.81 Day 34 7412.74 30-90 Days N-2 8256.24 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 68234.50 Day 34 7587.44 Open N-3 6889.00 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 26459.85 Day 34 2612.75 <30 Days N-4 4492.51 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 98143.54 Day 34 1621.14 <30 Days N-5 59.71 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 67829.93 Day 34 8934.29 30-90 Days N-6 2616.21 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 16844.17 Day 34 1830.07 91-180 Days N-7 2632.38 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 36034.90 Day 34 4663.18 91-180 Days P-1 1135.29 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 103891.99 Day 34 1544.88 30-90 Days P-2 1566.70 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 104949.99 Day 34 9299.13 30-90 Days S-8 10288.46 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 88241.41 Day 34 528.60 <30 Days Y-1 13313.88 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 68768.03 Day 34 10092.61 Open Y-2 10198.52 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 95363.28 Day 34 12214.05 <30 Days Y-3 9913.34 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 95384.76 Day 34 6102.10 <30 Days Y-4 15201.48 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 54713.47 Day 34 7325.96 <30 Days Z-1 8890.66 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 10698.50 Day 34 287.66 91-180 Days A-2 1675.78 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 54475.00 Day 34 4646.99 Open A-3 6962.35 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 19996.44 Day 34 686.31 <30 Days A-4 695.94 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 18083.46 Day 34 2404.11 30-90 Days A-5 3203.27 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 20305.77 Day 34 780.28 30-90 Days CB-1 2407.40 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 70611.43 Day 34 38.41 30-90 Days CB-2 3637.90 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 74814.05 Day 34 5519.59 30-90 Days CB-3 14918.13 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 19815.72 Day 34 967.67 30-90 Days E-1 1100.67 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 67205.56 Day 34 5933.43 Open E-2 12212.63 Yes Liberty Capital Markets Inc. Operations