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 Yes 103653.61 >2 Yr <= 3 Yr 3644.26 30-90 Days Y-2 13590.01 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 75875.15 >2 Yr <= 3 Yr 2112.37 30-90 Days Y-3 5868.35 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 104384.79 >2 Yr <= 3 Yr 6565.20 <30 Days Y-4 13784.11 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 2205.30 >2 Yr <= 3 Yr 274.47 91-180 Days Z-1 385.43 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 102988.14 >2 Yr <= 3 Yr 1997.59 Open A-2 12242.21 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 53387.77 >2 Yr <= 3 Yr 4785.21 <30 Days A-3 4213.34 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 78701.89 >2 Yr <= 3 Yr 1497.23 <30 Days A-4 6049.90 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 5356.69 >2 Yr <= 3 Yr 728.86 30-90 Days A-5 78.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 82772.96 >2 Yr <= 3 Yr 1807.64 30-90 Days CB-1 5094.65 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 90876.73 >2 Yr <= 3 Yr 11669.85 Open CB-2 7677.74 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 60909.79 >2 Yr <= 3 Yr 4066.32 Open CB-3 12051.22 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 13602.69 >2 Yr <= 3 Yr 777.71 Open E-1 32.22 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 89126.80 >2 Yr <= 3 Yr 9128.74 91-180 Days E-2 13909.88 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 47703.70 >2 Yr <= 3 Yr 2184.53 <30 Days G-1 6378.76 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 6330.66 >2 Yr <= 3 Yr 783.22 30-90 Days G-2 188.76 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 102848.64 >2 Yr <= 3 Yr 4167.57 30-90 Days G-3 3054.93 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 101659.12 >2 Yr <= 3 Yr 1842.41 <30 Days IG-1 8113.46 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 73244.83 >2 Yr <= 3 Yr 1966.38 91-180 Days IG-2 2995.31 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 63839.51 >2 Yr <= 3 Yr 622.62 30-90 Days S-1 2334.05 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 60055.76 >2 Yr <= 3 Yr 5727.83 <30 Days S-2 5058.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 35629.32 >2 Yr <= 3 Yr 4356.54 30-90 Days S-3 1311.46 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 103373.89 >2 Yr <= 3 Yr 12700.12 91-180 Days S-4 7848.65 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 80267.05 >2 Yr <= 3 Yr 5366.94 30-90 Days S-5 8312.19 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 57955.71 >2 Yr <= 3 Yr 573.25 <30 Days S-6 1605.62 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 72742.17 >2 Yr <= 3 Yr 852.01 <30 Days S-7 12001.03 No Treasury