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 30332.96 271 - 364 Days 2897.57 30-90 Days Z-1 264.73 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 90272.16 271 - 364 Days 11972.95 Open A-2 10262.93 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 59132.74 271 - 364 Days 4105.23 <30 Days A-3 3258.31 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 370.18 271 - 364 Days 33.18 91-180 Days A-4 1.43 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 24191.76 271 - 364 Days 3417.87 91-180 Days A-5 4165.79 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 46113.37 271 - 364 Days 4810.22 91-180 Days CB-1 3054.50 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 86001.31 271 - 364 Days 6256.19 <30 Days CB-2 16979.24 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 19945.74 271 - 364 Days 1046.55 Open CB-3 3834.38 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 100514.37 271 - 364 Days 3981.15 Open E-1 7297.00 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 13733.47 271 - 364 Days 1300.53 91-180 Days E-2 635.84 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 68061.55 271 - 364 Days 4640.07 91-180 Days G-1 12649.65 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 100096.20 271 - 364 Days 9632.75 Open G-2 3147.82 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 111399.50 271 - 364 Days 1206.57 <30 Days G-3 18436.74 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 19947.87 271 - 364 Days 1749.87 91-180 Days IG-1 2629.35 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 94864.29 271 - 364 Days 960.50 30-90 Days IG-2 15304.94 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 62045.53 271 - 364 Days 5531.13 Open S-1 2670.31 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 24221.98 271 - 364 Days 3259.53 91-180 Days S-2 2150.35 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 15315.79 271 - 364 Days 1895.62 30-90 Days S-3 2405.05 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 29749.48 271 - 364 Days 2846.20 Open S-4 445.75 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 93379.00 271 - 364 Days 1017.98 Open S-5 13726.86 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 42739.11 271 - 364 Days 2399.45 91-180 Days S-6 8033.95 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 100675.27 271 - 364 Days 13930.74 <30 Days S-7 3881.44 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 44827.88 >= 1 Yr <= 2 Yr 5260.42 91-180 Days A-0-Q 8863.27 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 78063.00 >= 1 Yr <= 2 Yr 58.99 91-180 Days A-1-Q 12571.38 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 61631.64 >= 1 Yr <= 2 Yr 6313.12 91-180 Days A-2-Q 9827.05 No Legal