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 89274.21 Day 28 4261.64 91-180 Days Y-4 4827.12 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 31713.16 Day 28 465.42 30-90 Days Z-1 2595.95 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 41004.67 Day 28 2068.75 91-180 Days A-2 428.11 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 38087.29 Day 28 2442.37 30-90 Days A-3 4815.89 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 108894.41 Day 28 3195.01 <30 Days A-4 16596.10 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 98982.40 Day 28 9986.39 30-90 Days A-5 11434.79 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 62047.39 Day 28 4351.92 Open CB-1 636.94 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 5583.78 Day 28 510.16 30-90 Days CB-2 384.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 27987.67 Day 28 2618.18 30-90 Days CB-3 1617.55 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 61296.96 Day 28 7983.58 Open E-1 11587.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 60780.89 Day 28 3558.92 Open E-2 4105.15 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 59769.71 Day 28 6408.35 Open G-1 8786.10 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 61514.13 Day 28 1688.83 30-90 Days G-2 6450.97 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 23799.99 Day 28 629.17 30-90 Days G-3 3908.46 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 109728.20 Day 28 6560.29 91-180 Days IG-1 10768.62 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 99070.96 Day 28 2204.39 91-180 Days IG-2 6913.22 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 72801.76 Day 28 698.65 30-90 Days S-1 2848.09 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 32886.35 Day 28 2030.02 <30 Days S-2 3347.77 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 55009.87 Day 28 420.18 91-180 Days S-3 922.24 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 99763.58 Day 28 9654.29 30-90 Days S-4 14167.61 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 80083.77 Day 28 10542.06 <30 Days S-5 1609.84 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 18898.31 Day 28 250.10 <30 Days S-6 2204.75 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 41938.87 Day 28 5112.83 91-180 Days S-7 3676.47 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 74834.68 Day 29 4164.75 30-90 Days A-0-Q 9863.40 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 83431.43 Day 29 1510.46 30-90 Days A-1-Q 6507.47 Yes Liberty Capital Markets Inc. Operations