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 58746.29 Day 34 1601.84 91-180 Days G-1 6771.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 88942.45 Day 34 7311.94 Open G-2 1278.55 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 33281.67 Day 34 2265.43 30-90 Days G-3 705.51 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 37258.51 Day 34 2444.10 <30 Days IG-1 5501.92 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 24044.26 Day 34 423.22 Open IG-2 4390.41 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 31699.64 Day 34 1524.14 Open S-1 1766.68 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 8970.18 Day 34 300.59 30-90 Days S-2 270.68 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 47092.83 Day 34 2901.76 30-90 Days S-3 3160.61 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 31878.22 Day 34 1157.62 <30 Days S-4 1387.93 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 84294.04 Day 34 4125.54 91-180 Days S-5 14197.52 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 5520.39 Day 34 372.64 <30 Days S-6 553.94 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 9382.22 Day 34 1223.93 <30 Days S-7 1217.19 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 99886.32 Day 35 1518.24 <30 Days A-0-Q 5258.20 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 88512.53 Day 35 8086.71 <30 Days A-1-Q 12645.19 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 9790.48 Day 35 489.78 Open A-2-Q 252.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 84514.61 Day 35 11564.03 Open A-3-Q 1314.37 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 33253.81 Day 35 2403.43 <30 Days A-4-Q 1803.63 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 50699.79 Day 35 3209.35 <30 Days A-5-Q 1911.60 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 32134.25 Day 35 4351.25 91-180 Days CB-1-Q 2993.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 8159.90 Day 35 805.98 30-90 Days CB-2-Q 221.70 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 106245.06 Day 35 5872.14 30-90 Days S-1-Q 8050.10 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 22340.58 Day 35 2994.52 <30 Days S-2-Q 932.22 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 34489.65 Day 35 5153.44 30-90 Days S-3-Q 5649.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 14895.26 Day 35 1794.36 91-180 Days S-4-Q 1444.43 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 12776.42 Day 35 1277.28 <30 Days CB-3-Q 129.25 No Legal