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 104392.32 Day 7 14208.30 30-90 Days CB-1 10893.98 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 68285.65 Day 7 4954.94 30-90 Days CB-2 3174.58 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 27395.44 Day 7 1851.15 <30 Days CB-3 1037.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 49983.08 Day 7 6664.98 <30 Days E-1 680.05 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 88897.73 Day 7 5722.53 <30 Days E-2 4466.97 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 112657.25 Day 7 1480.83 <30 Days G-1 4429.50 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 4644.14 Day 7 44.17 30-90 Days G-2 135.46 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 28248.51 Day 7 431.40 Open G-3 4118.25 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 17122.35 Day 7 546.12 Open IG-1 1699.78 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 27451.24 Day 7 1350.70 30-90 Days IG-2 4860.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 113388.09 Day 7 5482.13 91-180 Days S-1 747.87 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 108928.21 Day 7 13329.39 Open S-2 17599.41 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 9218.65 Day 7 191.63 30-90 Days S-3 1258.44 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 109701.44 Day 7 12964.14 Open S-4 9290.27 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 110707.20 Day 7 6159.83 30-90 Days S-5 3573.50 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 79274.36 Day 7 1471.68 <30 Days S-6 4207.56 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 100334.19 Day 7 4248.54 <30 Days S-7 732.99 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 60936.48 Day 8 2276.81 91-180 Days A-0-Q 3588.01 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 22877.36 Day 8 2922.47 30-90 Days A-1-Q 2767.79 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 27001.60 Day 8 929.13 Open A-2-Q 4662.92 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 1962.80 Day 8 129.45 Open A-3-Q 194.65 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 52200.99 Day 8 3061.36 Open A-4-Q 9435.15 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 70577.76 Day 8 6894.39 30-90 Days A-5-Q 10557.13 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 88267.51 Day 8 838.88 Open CB-1-Q 14673.93 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 30262.23 Day 8 4371.75 30-90 Days CB-2-Q 1915.90 No Legal