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 Yes 48313.25 Day 57 3349.13 <30 Days S-3-Q 6664.59 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 105913.62 Day 57 1879.62 91-180 Days S-4-Q 5640.92 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 75035.41 Day 57 6117.41 Open CB-3-Q 12282.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 53672.76 Day 57 3609.06 <30 Days G-1-Q 10637.08 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 99068.62 Day 57 4815.42 Open G-2-Q 6040.05 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 67922.71 Day 57 6130.97 30-90 Days G-3-Q 3417.21 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 58968.70 Day 57 8551.84 91-180 Days S-5-Q 3452.69 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 59881.66 Day 57 23.92 91-180 Days S-6-Q 5759.17 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 99257.88 Day 57 8260.74 30-90 Days S-7-Q 4968.94 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 46705.64 Day 57 3239.65 <30 Days E-1-Q 3896.83 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 83875.74 Day 57 7681.72 91-180 Days E-2-Q 9935.25 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 75717.78 Day 57 3923.99 30-90 Days IG-1-Q 14425.95 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 62640.47 Day 57 9166.23 Open IG-2-Q 10595.13 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 65852.03 Day 57 4190.23 30-90 Days C-1 8860.19 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 39247.24 Day 57 362.50 Open CB-4 5914.71 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 95431.89 Day 57 9773.95 30-90 Days E-10 3316.62 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 72374.19 Day 57 8196.98 <30 Days E-3 12800.26 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 84062.72 Day 57 5852.46 91-180 Days E-4 11251.55 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 17765.14 Day 57 2530.06 91-180 Days E-5 2338.96 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 41221.14 Day 57 5065.64 <30 Days E-6 7885.43 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 58296.26 Day 57 6689.33 <30 Days E-7 5356.86 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 101489.06 Day 57 4907.22 <30 Days E-8 18327.74 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 66924.58 Day 57 9768.31 Open E-9 10750.39 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 80114.68 Day 57 11722.74 30-90 Days G-4 8707.85 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 13055.44 Day 57 15.98 Open IG-3 1701.27 Yes Liberty Capital Markets Inc. Operations