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 23543.33 Day 59 2634.98 91-180 Days S-1 4471.57 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 17546.22 Day 59 283.94 30-90 Days S-2 1114.80 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 86221.23 Day 59 5180.52 91-180 Days S-3 16280.09 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 64362.29 Day 59 1109.76 <30 Days S-4 11941.06 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 96746.42 Day 59 6600.35 91-180 Days S-5 16599.79 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 63737.58 Day 59 3005.47 30-90 Days S-6 2076.73 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 45822.13 Day 59 954.82 Open S-7 6730.57 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 79421.42 Day 60 3169.49 30-90 Days A-0-Q 7814.89 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 89086.22 Day 60 7044.82 <30 Days A-1-Q 14111.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 49257.92 Day 60 5023.48 30-90 Days A-2-Q 3113.80 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 2114.52 Day 60 299.73 91-180 Days A-3-Q 312.45 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 26413.05 Day 60 72.81 <30 Days A-4-Q 2265.60 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 4795.05 Day 60 340.70 30-90 Days A-5-Q 265.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 53.15 Day 60 4.71 30-90 Days CB-1-Q 3.60 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 38378.79 Day 60 3504.17 30-90 Days CB-2-Q 4847.83 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 45032.36 Day 60 1378.24 91-180 Days S-1-Q 6047.45 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 43780.40 Day 60 3549.32 91-180 Days S-2-Q 7570.89 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 40471.56 Day 60 1866.00 <30 Days S-3-Q 3969.90 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 28989.70 Day 60 3434.00 91-180 Days S-4-Q 2427.20 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 73108.44 Day 60 173.43 <30 Days CB-3-Q 8205.38 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 31523.41 Day 60 4400.77 30-90 Days G-1-Q 6193.54 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 10218.02 Day 60 1068.25 91-180 Days G-2-Q 1585.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 107225.35 Day 60 14751.59 Open G-3-Q 4048.82 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 101031.09 Day 60 13380.22 Open S-5-Q 18665.72 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 22798.90 Day 60 440.39 30-90 Days S-6-Q 2105.79 Yes Liberty International Finance Ltd. Risk Management