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 78496.40 Day 4 7657.54 <30 Days LC-2 7223.26 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 103113.74 Day 4 12498.65 Open N-1 9120.26 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 112556.88 Day 4 5767.47 <30 Days N-2 15559.55 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 78738.70 Day 4 4848.50 <30 Days N-3 10462.37 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 108813.61 Day 4 10493.17 30-90 Days N-4 4052.45 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 36259.80 Day 4 997.17 91-180 Days N-5 2375.05 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 73815.52 Day 4 8727.82 30-90 Days N-6 4478.57 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 86971.43 Day 4 1150.84 <30 Days N-7 9224.89 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 43765.69 Day 4 1823.18 Open P-1 1594.45 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 102630.94 Day 4 14965.00 Open P-2 16190.12 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 79129.49 Day 4 7954.79 Open S-8 2521.51 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 102775.96 Day 4 11950.52 30-90 Days Y-1 20496.95 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 70870.06 Day 4 420.13 91-180 Days Y-2 1341.27 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 51216.76 Day 4 585.28 Open Y-3 8582.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 106434.16 Day 4 3447.49 30-90 Days Y-4 17302.07 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 2690.05 Day 4 285.02 <30 Days Z-1 271.23 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 21910.46 Day 4 2577.63 <30 Days A-2 2750.01 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 93993.02 Day 4 2867.83 30-90 Days A-3 524.46 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 2515.04 Day 4 329.54 91-180 Days A-4 257.70 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 19642.71 Day 4 192.00 91-180 Days A-5 454.45 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 30688.65 Day 4 2084.13 91-180 Days CB-1 2386.55 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 68446.64 Day 4 2112.23 Open CB-2 11348.11 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 9554.66 Day 4 1241.49 Open CB-3 807.53 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 79852.15 Day 4 5058.13 <30 Days E-1 1867.85 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 61201.04 Day 4 3554.11 30-90 Days E-2 10910.86 No Risk Management