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 30241.51 Day 5 4521.74 <30 Days S-7 4821.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 90067.39 Day 6 2947.21 <30 Days A-0-Q 10721.68 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 111791.00 Day 6 5167.20 <30 Days A-1-Q 14435.50 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 97497.82 Day 6 6993.30 30-90 Days A-2-Q 11069.67 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 3903.06 Day 6 136.58 91-180 Days A-3-Q 188.74 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 105858.58 Day 6 74.45 91-180 Days A-4-Q 12205.30 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 16143.05 Day 6 1054.21 Open A-5-Q 833.09 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 55216.83 Day 6 3284.50 <30 Days CB-1-Q 9236.95 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 77120.40 Day 6 3104.96 Open CB-2-Q 5758.01 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 84427.19 Day 6 8569.91 30-90 Days S-1-Q 3824.11 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 105888.98 Day 6 14313.26 91-180 Days S-2-Q 19837.32 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 104751.90 Day 6 5788.75 Open S-3-Q 16439.14 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 17263.52 Day 6 1680.01 91-180 Days S-4-Q 578.56 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 56033.10 Day 6 6005.89 30-90 Days CB-3-Q 9245.39 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 81892.27 Day 6 11205.69 30-90 Days G-1-Q 15746.24 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 88276.99 Day 6 9374.23 91-180 Days G-2-Q 14786.96 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 89530.60 Day 6 6059.30 Open G-3-Q 10690.57 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 10045.34 Day 6 24.28 91-180 Days S-5-Q 814.49 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 6841.12 Day 6 568.02 30-90 Days S-6-Q 869.12 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 87859.00 Day 6 8736.33 30-90 Days S-7-Q 9830.86 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 74291.21 Day 6 3550.00 Open E-1-Q 10192.14 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 7493.03 Day 6 891.19 91-180 Days E-2-Q 239.13 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 73624.76 Day 6 2190.00 30-90 Days IG-1-Q 12191.73 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 36456.56 Day 6 3014.94 91-180 Days IG-2-Q 4482.02 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 107981.18 Day 6 5795.27 Open C-1 1757.34 Yes Liberty International Finance Ltd. Treasury