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 70541.44 Day 21 6455.88 <30 Days Y-2 1196.93 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 91426.05 Day 21 5981.72 <30 Days Y-3 12204.96 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 43829.78 Day 21 3731.01 <30 Days Y-4 3548.50 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 15891.18 Day 21 1568.33 91-180 Days Z-1 1853.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 75622.15 Day 21 10378.14 30-90 Days A-2 10978.25 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 87968.70 Day 21 785.75 30-90 Days A-3 5325.20 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 83229.34 Day 21 3639.34 91-180 Days A-4 14771.96 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 37818.49 Day 21 4683.43 Open A-5 1811.06 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 20577.87 Day 21 702.87 30-90 Days CB-1 1296.22 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 64625.57 Day 21 4984.80 <30 Days CB-2 456.19 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 107726.62 Day 21 4780.84 30-90 Days CB-3 449.96 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 48470.99 Day 21 4191.54 30-90 Days E-1 7342.28 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 56610.50 Day 21 413.56 <30 Days E-2 3319.37 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 92747.82 Day 21 3032.39 30-90 Days G-1 18214.72 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 16000.66 Day 21 399.88 <30 Days G-2 2780.17 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 101630.11 Day 21 9983.79 <30 Days G-3 1571.81 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 97786.73 Day 21 10523.62 91-180 Days IG-1 13688.18 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 93901.65 Day 21 8883.24 <30 Days IG-2 7710.85 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 30073.08 Day 21 4295.27 30-90 Days S-1 1187.00 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 5632.53 Day 21 584.61 <30 Days S-2 1103.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 8005.34 Day 21 1095.19 Open S-3 307.84 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 45307.70 Day 21 563.55 Open S-4 201.00 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 47525.61 Day 21 5058.17 91-180 Days S-5 5528.42 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 25114.21 Day 21 1184.92 Open S-6 3280.71 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 41756.69 Day 21 4664.07 30-90 Days S-7 1065.43 No Risk Management