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 69222.10 83 - 90 Days 6361.19 91-180 Days CB-3-Q 12105.86 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 23993.48 83 - 90 Days 407.24 <30 Days G-1-Q 64.86 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 94776.64 83 - 90 Days 12058.06 Open G-2-Q 6739.31 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 28730.47 83 - 90 Days 2127.13 30-90 Days G-3-Q 3663.99 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 63315.52 83 - 90 Days 8441.57 <30 Days S-5-Q 8267.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 2211.14 83 - 90 Days 43.85 Open S-6-Q 53.65 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 8721.34 83 - 90 Days 557.27 30-90 Days S-7-Q 382.29 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 74766.11 83 - 90 Days 8632.99 <30 Days E-1-Q 8159.38 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 103714.30 83 - 90 Days 930.22 91-180 Days E-2-Q 15908.28 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 71990.11 83 - 90 Days 4898.57 <30 Days IG-1-Q 12208.68 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 5498.13 83 - 90 Days 706.25 30-90 Days IG-2-Q 544.88 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 65832.09 83 - 90 Days 7708.61 91-180 Days C-1 8028.70 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 53834.29 83 - 90 Days 4473.71 30-90 Days CB-4 491.42 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 12002.60 83 - 90 Days 1568.96 91-180 Days E-10 1735.91 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 60342.11 83 - 90 Days 8498.24 Open E-3 8208.09 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 106802.34 83 - 90 Days 5274.45 91-180 Days E-4 8726.49 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 25169.55 83 - 90 Days 1448.47 91-180 Days E-5 2418.40 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 59337.11 83 - 90 Days 2388.47 <30 Days E-6 11110.14 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 31358.59 83 - 90 Days 3925.36 91-180 Days E-7 5419.33 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 65685.53 83 - 90 Days 9206.98 <30 Days E-8 9942.77 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 27523.11 83 - 90 Days 4065.92 Open E-9 43.49 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 63511.35 83 - 90 Days 8807.71 <30 Days G-4 10800.20 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 89650.93 83 - 90 Days 1162.87 30-90 Days IG-3 13514.12 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 64166.92 83 - 90 Days 862.63 30-90 Days IG-4 11044.10 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 53545.40 83 - 90 Days 3419.20 <30 Days IG-5 904.26 No Treasury