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 53361.93 68 - 74 Days 7459.88 91-180 Days L-1 1779.77 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 95836.29 68 - 74 Days 10089.23 <30 Days L-10 3744.51 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 86660.67 68 - 74 Days 10174.98 <30 Days L-11 7708.31 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 73512.62 68 - 74 Days 1778.13 91-180 Days L-2 10220.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 88884.74 68 - 74 Days 8047.97 <30 Days L-3 3778.12 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 109666.91 68 - 74 Days 3012.47 91-180 Days L-4 20922.08 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 17190.54 68 - 74 Days 892.78 30-90 Days L-5 1289.74 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 32124.41 68 - 74 Days 3654.58 Open L-6 3185.30 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 112514.23 68 - 74 Days 6905.66 91-180 Days L-7 15319.30 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 94488.62 68 - 74 Days 5775.14 30-90 Days L-8 17955.84 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 69154.82 68 - 74 Days 4205.18 Open L-9 13350.68 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 90776.26 68 - 74 Days 6146.89 Open LC-1 15712.55 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 15982.98 68 - 74 Days 2149.77 <30 Days LC-2 2870.92 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 100411.67 68 - 74 Days 14168.69 <30 Days N-1 1763.20 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 106913.37 68 - 74 Days 1851.07 30-90 Days N-2 9788.60 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 3018.73 68 - 74 Days 305.18 30-90 Days N-3 230.07 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 37930.13 68 - 74 Days 994.16 30-90 Days N-4 3456.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 95981.89 68 - 74 Days 13002.43 Open N-5 6229.64 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 70413.77 68 - 74 Days 4279.80 Open N-6 11138.42 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 87964.99 68 - 74 Days 2192.21 Open N-7 17339.59 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 16229.70 68 - 74 Days 918.34 <30 Days P-1 1135.61 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 98080.33 68 - 74 Days 13149.32 91-180 Days P-2 4330.88 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 109226.21 68 - 74 Days 12061.56 30-90 Days S-8 12795.90 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 89673.22 68 - 74 Days 850.11 30-90 Days Y-1 2434.33 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 19288.18 68 - 74 Days 732.23 Open Y-2 2652.83 Yes Liberty Mortgage Services Corp. Finance