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 Yes 12329.61 Day 7 1404.66 91-180 Days S-4 476.09 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 111900.22 Day 7 4774.81 <30 Days S-5 11521.37 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 50545.35 Day 7 455.40 91-180 Days S-6 3956.63 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 77726.66 Day 7 3318.60 Open S-7 11947.62 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 64775.61 Day 8 3025.89 91-180 Days A-0-Q 1550.53 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 53560.09 Day 8 2203.58 <30 Days A-1-Q 4440.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 46399.56 Day 8 1299.52 91-180 Days A-2-Q 5977.80 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 30674.51 Day 8 1002.66 <30 Days A-3-Q 3059.34 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 21792.40 Day 8 32.23 30-90 Days A-4-Q 4017.42 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 74809.59 Day 8 11088.24 Open A-5-Q 3346.47 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 97161.53 Day 8 647.30 30-90 Days CB-1-Q 11822.35 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 82951.89 Day 8 12131.29 91-180 Days CB-2-Q 11198.18 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 68914.70 Day 8 4658.88 30-90 Days S-1-Q 12441.50 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 8234.88 Day 8 567.86 <30 Days S-2-Q 901.35 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 72316.76 Day 8 4689.48 <30 Days S-3-Q 5880.00 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 85777.66 Day 8 1426.43 91-180 Days S-4-Q 1008.70 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 5477.46 Day 8 252.75 30-90 Days CB-3-Q 689.81 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 110937.81 Day 8 3272.79 30-90 Days G-1-Q 1186.65 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 71643.79 Day 8 7500.07 91-180 Days G-2-Q 9078.80 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 47211.56 Day 8 2268.70 <30 Days G-3-Q 6756.92 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 38003.86 Day 8 3048.50 91-180 Days S-5-Q 6520.04 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 78597.36 Day 8 1408.68 91-180 Days S-6-Q 9295.39 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 94875.85 Day 8 7452.58 91-180 Days S-7-Q 7896.26 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 16545.80 Day 8 1483.63 Open E-1-Q 909.68 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 91794.05 Day 8 3504.55 30-90 Days E-2-Q 12324.71 Yes Liberty Wealth Management LLC Risk Management