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 81473.60 Day 6 9913.93 Open CB-4 12234.29 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 69128.35 Day 6 7331.26 <30 Days E-10 6665.54 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 79672.52 Day 6 6567.65 <30 Days E-3 6206.66 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 49444.31 Day 6 3036.58 Open E-4 3955.13 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 56608.24 Day 6 2428.17 30-90 Days E-5 5943.42 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 101227.26 Day 6 2499.64 30-90 Days E-6 18402.36 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 48652.24 Day 6 1563.30 Open E-7 1116.88 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 98992.00 Day 6 4894.09 Open E-8 15880.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 30144.71 Day 6 68.54 91-180 Days E-9 3722.79 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 65402.95 Day 6 3291.48 30-90 Days G-4 10147.76 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 49770.43 Day 6 38.53 30-90 Days IG-3 8447.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 45269.79 Day 6 2135.87 <30 Days IG-4 8237.95 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 624.94 Day 6 9.61 Open IG-5 28.21 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 112474.43 Day 6 16106.98 30-90 Days IG-6 13748.71 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 18.59 Day 6 0.44 Open IG-7 0.68 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 66503.65 Day 6 3807.39 30-90 Days IG-8 1387.26 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 13131.70 Day 6 566.65 Open L-1 855.86 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 6719.90 Day 6 510.74 <30 Days L-10 86.09 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 82743.30 Day 6 11199.93 30-90 Days L-11 2287.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 100900.24 Day 6 1615.16 <30 Days L-2 10979.56 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 102834.49 Day 6 7334.15 <30 Days L-3 7924.81 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 61668.18 Day 6 1531.73 91-180 Days L-4 8466.03 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 47445.72 Day 6 6863.86 91-180 Days L-5 1363.62 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 108822.97 Day 6 865.76 <30 Days L-6 16689.65 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 2927.79 Day 6 303.98 30-90 Days L-7 490.08 No Risk Management