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 110897.02 Day 30 12963.86 91-180 Days G-1-Q 2734.77 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 97559.87 Day 30 3489.99 <30 Days G-2-Q 3986.80 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 16680.84 Day 30 14.98 <30 Days G-3-Q 1868.05 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 44971.82 Day 30 3061.83 91-180 Days S-5-Q 7381.97 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 8852.05 Day 30 186.20 Open S-6-Q 1566.87 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 6912.80 Day 30 811.59 91-180 Days S-7-Q 969.58 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 47618.30 Day 30 5282.13 91-180 Days E-1-Q 6664.86 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 111099.05 Day 30 7058.88 <30 Days E-2-Q 9772.27 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 2448.83 Day 30 45.72 91-180 Days IG-1-Q 63.08 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 11313.24 Day 30 353.85 <30 Days IG-2-Q 2204.85 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 103839.89 Day 30 5635.49 Open C-1 15763.47 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 42375.46 Day 30 4031.93 30-90 Days CB-4 7263.68 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 10091.58 Day 30 147.43 Open E-10 178.34 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 39465.65 Day 30 2232.29 30-90 Days E-3 616.90 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 79651.69 Day 30 10483.28 91-180 Days E-4 14517.73 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 24624.17 Day 30 2685.66 91-180 Days E-5 2695.72 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 19948.78 Day 30 2639.69 91-180 Days E-6 1993.82 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 61925.22 Day 30 3744.29 30-90 Days E-7 4019.77 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 69350.27 Day 30 3567.71 Open E-8 12391.18 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 49704.46 Day 30 3043.95 91-180 Days E-9 4524.14 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 60310.92 Day 30 545.17 <30 Days G-4 3139.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 99404.80 Day 30 14135.88 91-180 Days IG-3 7891.60 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 96133.44 Day 30 11200.28 91-180 Days IG-4 16412.39 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 52020.03 Day 30 7257.66 30-90 Days IG-5 673.67 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 64232.76 Day 30 7508.01 Open IG-6 1347.19 Yes Liberty Mortgage Services Corp. Finance