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 Other Supranational No 70541.87 Day 1 6201.79 <30 Days A-3 12201.75 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 54863.76 Day 1 2996.06 30-90 Days A-4 5917.23 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 58477.11 Day 1 6970.07 91-180 Days A-5 7500.32 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 52104.39 Day 1 3878.60 <30 Days CB-1 9830.65 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 67560.85 Day 1 9338.26 91-180 Days CB-2 11673.59 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 32905.05 Day 1 3112.08 30-90 Days CB-3 5919.80 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 80682.88 Day 1 1919.44 30-90 Days E-1 279.78 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 40312.70 Day 1 3580.06 91-180 Days E-2 570.50 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 19837.38 Day 1 2379.99 Open G-1 51.98 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 97504.72 Day 1 11087.95 <30 Days G-2 16376.99 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 29206.32 Day 1 3141.88 Open G-3 888.84 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 51478.50 Day 1 1634.84 Open IG-1 8009.62 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 109637.77 Day 1 14690.98 Open IG-2 13164.07 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 59430.15 Day 1 3248.66 <30 Days S-1 2467.59 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 75738.02 Day 1 3829.65 Open S-2 8170.62 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 61747.81 Day 1 6854.09 91-180 Days S-3 11840.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 91466.58 Day 1 11652.87 Open S-4 4200.42 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 90900.05 Day 1 10794.46 91-180 Days S-5 13518.37 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 108952.62 Day 1 15645.15 30-90 Days S-6 14124.59 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 54379.93 Day 1 872.17 Open S-7 8075.29 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 81582.98 Day 2 10216.53 30-90 Days A-0-Q 8837.37 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 28970.31 Day 2 1908.67 <30 Days A-1-Q 5086.59 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 29219.23 Day 2 712.83 30-90 Days A-2-Q 3615.85 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 39377.88 Day 2 1908.77 91-180 Days A-3-Q 6646.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 148.26 Day 2 22.01 <30 Days A-4-Q 29.17 No Finance