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 105338.85 68 - 74 Days 6822.28 91-180 Days Y-3 13001.56 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 27721.54 68 - 74 Days 3108.91 91-180 Days Y-4 3185.76 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 102733.67 68 - 74 Days 2529.06 30-90 Days Z-1 7931.47 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 96505.24 68 - 74 Days 2802.93 91-180 Days A-2 9498.57 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 39848.56 68 - 74 Days 2709.85 <30 Days A-3 3072.41 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 94484.99 68 - 74 Days 9601.15 91-180 Days A-4 6205.44 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 50795.22 68 - 74 Days 5372.67 <30 Days A-5 8528.35 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 104203.94 68 - 74 Days 9683.38 <30 Days CB-1 6510.57 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 105096.52 68 - 74 Days 12223.22 30-90 Days CB-2 9340.00 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 49549.44 68 - 74 Days 6792.28 91-180 Days CB-3 8739.60 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 50410.91 68 - 74 Days 3869.38 30-90 Days E-1 1357.81 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 100390.65 68 - 74 Days 7802.72 30-90 Days E-2 14004.43 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 64922.16 68 - 74 Days 7133.24 91-180 Days G-1 6589.58 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 7712.03 68 - 74 Days 69.56 <30 Days G-2 897.62 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 107182.55 68 - 74 Days 13836.93 Open G-3 13522.48 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 94214.64 68 - 74 Days 3379.38 Open IG-1 4119.37 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 86064.45 68 - 74 Days 6329.56 91-180 Days IG-2 14940.76 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 64924.84 68 - 74 Days 2272.48 <30 Days S-1 1519.86 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 38333.87 68 - 74 Days 649.58 Open S-2 4558.80 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 30206.08 68 - 74 Days 460.10 30-90 Days S-3 5340.72 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 46300.12 68 - 74 Days 5576.99 <30 Days S-4 6360.16 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 80859.82 68 - 74 Days 7499.21 91-180 Days S-5 13793.07 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 23990.26 68 - 74 Days 2339.85 <30 Days S-6 4680.20 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 51435.56 68 - 74 Days 7474.33 91-180 Days S-7 5166.96 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 77632.44 75 - 82 Days 8293.90 Open A-0-Q 1207.68 Yes Liberty Mortgage Services Corp. Operations