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 34065.37 Day 4 253.99 91-180 Days A-2-Q 966.98 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 74190.62 Day 4 7331.89 30-90 Days A-3-Q 3190.17 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 87791.24 Day 4 1989.54 30-90 Days A-4-Q 235.80 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 101567.62 Day 4 1004.70 91-180 Days A-5-Q 8839.27 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 24998.19 Day 4 123.68 Open CB-1-Q 4641.12 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 81614.05 Day 4 6583.40 91-180 Days CB-2-Q 7176.95 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 87107.79 Day 4 7308.93 30-90 Days S-1-Q 6441.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 99025.89 Day 4 7684.74 Open S-2-Q 3497.57 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 37129.70 Day 4 5101.03 91-180 Days S-3-Q 3870.16 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 72748.10 Day 4 854.31 Open S-4-Q 10989.49 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 3519.73 Day 4 423.51 Open CB-3-Q 205.14 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 40305.20 Day 4 1086.05 Open G-1-Q 7895.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 103005.43 Day 4 7225.07 <30 Days G-2-Q 18070.47 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 29021.86 Day 4 422.73 <30 Days G-3-Q 5053.84 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 32008.14 Day 4 1787.50 <30 Days S-5-Q 1421.88 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 103314.72 Day 4 11848.81 91-180 Days S-6-Q 19518.53 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 111648.23 Day 4 5155.39 91-180 Days S-7-Q 380.23 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 68633.83 Day 4 10059.74 <30 Days E-1-Q 848.11 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 33735.58 Day 4 2293.62 Open E-2-Q 3628.19 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 60598.23 Day 4 3295.50 Open IG-1-Q 7936.46 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 70389.46 Day 4 8625.45 <30 Days IG-2-Q 11151.19 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 25543.06 Day 4 2598.46 <30 Days C-1 4744.46 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 30383.06 Day 4 4021.52 30-90 Days CB-4 4338.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 916.62 Day 4 120.71 30-90 Days E-10 137.88 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 19764.73 Day 4 612.09 Open E-3 3172.73 No Finance