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 83657.58 Day 13 10452.35 <30 Days A-1-Q 11346.04 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 94846.15 Day 13 8757.11 91-180 Days A-2-Q 12899.12 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 104805.82 Day 13 12080.93 <30 Days A-3-Q 3016.99 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 24478.82 Day 13 1360.34 91-180 Days A-4-Q 3315.35 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 98368.11 Day 13 7502.18 91-180 Days A-5-Q 9415.21 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 95800.27 Day 13 3551.52 <30 Days CB-1-Q 1388.10 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 11698.62 Day 13 1432.98 <30 Days CB-2-Q 1193.06 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 55968.06 Day 13 7925.24 <30 Days S-1-Q 1609.22 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 94762.59 Day 13 6648.07 91-180 Days S-2-Q 9188.68 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 4009.74 Day 13 363.76 91-180 Days S-3-Q 405.92 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 44810.37 Day 13 6405.69 91-180 Days S-4-Q 332.87 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 47723.09 Day 13 5595.89 91-180 Days CB-3-Q 7026.93 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 81189.94 Day 13 11903.65 <30 Days G-1-Q 8862.22 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 65159.65 Day 13 8397.86 91-180 Days G-2-Q 7168.08 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 45928.59 Day 13 5332.92 91-180 Days G-3-Q 1742.54 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 28507.06 Day 13 2982.55 91-180 Days S-5-Q 3189.31 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 10800.81 Day 13 90.05 30-90 Days S-6-Q 94.83 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 45847.61 Day 13 4580.31 Open S-7-Q 823.99 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 51996.23 Day 13 6525.98 30-90 Days E-1-Q 8065.34 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 65549.97 Day 13 5771.00 <30 Days E-2-Q 1454.14 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 90323.47 Day 13 3319.39 <30 Days IG-1-Q 5155.26 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 19911.55 Day 13 2294.88 Open IG-2-Q 2776.72 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 80209.42 Day 13 2492.54 Open C-1 295.87 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 3832.67 Day 13 465.48 Open CB-4 1.65 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 35491.67 Day 13 4664.96 91-180 Days E-10 6023.49 Yes Liberty Wealth Management LLC Operations