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 36919.21 Day 50 3149.83 91-180 Days G-2 6963.94 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 8364.70 Day 50 1245.94 30-90 Days G-3 844.35 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 12977.97 Day 50 689.04 Open IG-1 1131.57 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 21911.74 Day 50 2907.83 <30 Days IG-2 3752.93 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 17106.91 Day 50 2098.98 Open S-1 2127.77 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 43704.22 Day 50 5084.40 Open S-2 1470.64 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 52653.11 Day 50 6398.81 Open S-3 6811.00 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 69814.06 Day 50 10462.34 91-180 Days S-4 9737.02 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 8155.19 Day 50 686.75 Open S-5 606.32 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 10199.67 Day 50 865.36 Open S-6 1615.80 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 18257.94 Day 50 1794.52 30-90 Days S-7 943.32 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 48764.24 Day 51 1209.00 <30 Days A-0-Q 8368.89 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 104296.53 Day 51 6215.78 <30 Days A-1-Q 12285.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 88501.44 Day 51 11808.33 <30 Days A-2-Q 17472.80 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 26051.10 Day 51 2751.09 30-90 Days A-3-Q 70.29 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 27995.17 Day 51 1528.31 <30 Days A-4-Q 5466.82 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 104423.61 Day 51 11530.96 91-180 Days A-5-Q 11514.41 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 38074.17 Day 51 2441.38 30-90 Days CB-1-Q 4464.26 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 42641.39 Day 51 2622.19 91-180 Days CB-2-Q 4552.64 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 29319.50 Day 51 1255.31 91-180 Days S-1-Q 2187.25 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 83638.09 Day 51 4603.22 30-90 Days S-2-Q 4219.67 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 28269.05 Day 51 1070.88 91-180 Days S-3-Q 1933.58 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 93989.11 Day 51 5630.83 91-180 Days S-4-Q 15829.99 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 86837.30 Day 51 7516.77 91-180 Days CB-3-Q 15999.45 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 10231.01 Day 51 59.69 91-180 Days G-1-Q 1751.12 No Finance