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 Retail Yes 82389.78 Perpetual 9000.74 <30 Days A-4 14966.33 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 27899.22 Perpetual 654.43 30-90 Days A-5 1960.37 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 63349.27 Perpetual 1076.46 Open CB-1 1604.06 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 58075.31 Perpetual 75.46 91-180 Days CB-2 10171.72 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 95929.91 Perpetual 730.51 91-180 Days CB-3 5993.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 20456.78 Perpetual 2863.36 30-90 Days E-1 1138.27 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 105063.86 Perpetual 15361.09 Open E-2 11511.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 18847.79 Perpetual 1247.63 <30 Days G-1 294.65 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 79516.51 Perpetual 5571.15 <30 Days G-2 10061.05 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 13083.75 Perpetual 431.79 91-180 Days G-3 2235.40 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 94187.14 Perpetual 2593.92 Open IG-1 8629.70 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 17646.64 Perpetual 2252.16 Open IG-2 1925.03 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 78631.22 Perpetual 487.50 91-180 Days S-1 5488.18 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 74589.57 Perpetual 6013.88 <30 Days S-2 5028.26 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 5391.17 Perpetual 587.83 30-90 Days S-3 512.80 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 33685.18 Perpetual 2129.02 91-180 Days S-4 1681.55 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 54546.81 Perpetual 1730.78 91-180 Days S-5 8836.65 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 113382.69 Perpetual 11957.80 91-180 Days S-6 22654.10 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 73336.96 Perpetual 7351.11 Open S-7 13988.06 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 5461.44 Open 200.99 91-180 Days A-0-Q 42.26 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 41301.22 Open 4485.35 91-180 Days A-1-Q 4899.23 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 68314.18 Open 1685.05 Open A-2-Q 6883.43 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 15006.60 Open 1260.06 Open A-3-Q 2704.48 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 6039.40 Open 691.03 30-90 Days A-4-Q 37.40 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 25872.68 Open 3378.98 <30 Days A-5-Q 3465.40 No Operations