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 25842.16 Day 43 396.44 30-90 Days IG-2 3206.01 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 53361.11 Day 43 1995.00 91-180 Days S-1 10267.21 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 55227.29 Day 43 2597.05 91-180 Days S-2 4536.51 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 110538.01 Day 43 1158.28 <30 Days S-3 17184.13 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 30109.11 Day 43 2245.07 91-180 Days S-4 5764.79 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 6068.00 Day 43 817.13 91-180 Days S-5 746.89 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 105808.62 Day 43 7010.73 30-90 Days S-6 19623.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 78415.44 Day 43 4951.79 Open S-7 1292.88 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 89367.75 Day 44 5145.53 30-90 Days A-0-Q 4134.08 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 35112.43 Day 44 1546.09 30-90 Days A-1-Q 3359.58 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 113652.49 Day 44 9495.83 Open A-2-Q 8818.04 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 17351.70 Day 44 2182.17 91-180 Days A-3-Q 1644.19 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 103630.33 Day 44 10113.63 91-180 Days A-4-Q 13802.30 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 3815.79 Day 44 412.30 30-90 Days A-5-Q 698.52 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 4891.22 Day 44 572.56 91-180 Days CB-1-Q 856.28 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 73301.48 Day 44 8123.51 Open CB-2-Q 12920.10 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 49915.39 Day 44 2262.32 91-180 Days S-1-Q 8099.60 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 107324.52 Day 44 2665.58 91-180 Days S-2-Q 11694.54 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 14651.33 Day 44 1131.42 30-90 Days S-3-Q 630.22 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 33642.29 Day 44 39.91 91-180 Days S-4-Q 1549.13 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 80795.79 Day 44 10473.75 91-180 Days CB-3-Q 12212.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 5938.33 Day 44 119.64 30-90 Days G-1-Q 655.84 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 17588.43 Day 44 120.73 91-180 Days G-2-Q 2606.43 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 62542.34 Day 44 3623.60 Open G-3-Q 8337.27 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 13416.87 Day 44 1477.44 30-90 Days S-5-Q 1320.27 Yes Liberty Capital Markets Inc. Risk Management