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 63632.13 Day 10 6335.75 <30 Days S-7-Q 4614.65 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 53025.76 Day 10 4741.06 Open E-1-Q 8456.22 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 83150.59 Day 10 10286.92 Open E-2-Q 11121.15 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 70153.53 Day 10 709.81 91-180 Days IG-1-Q 9249.06 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 10937.15 Day 10 1275.17 91-180 Days IG-2-Q 1287.93 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 63340.71 Day 10 7995.27 Open C-1 2440.60 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 51175.58 Day 10 6783.56 Open CB-4 3902.21 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 70534.13 Day 10 8872.62 Open E-10 13501.06 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 15472.97 Day 10 502.45 91-180 Days E-3 636.50 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 27089.09 Day 10 2106.85 30-90 Days E-4 512.67 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 51611.85 Day 10 4349.98 Open E-5 4077.68 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 65399.40 Day 10 4284.02 <30 Days E-6 12247.35 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 81213.79 Day 10 7601.13 Open E-7 687.60 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 96632.23 Day 10 4303.40 91-180 Days E-8 12721.05 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 42820.86 Day 10 3153.18 Open E-9 7940.44 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 64697.27 Day 10 3014.20 30-90 Days G-4 12304.66 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 63007.27 Day 10 6261.38 30-90 Days IG-3 6421.23 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 33863.25 Day 10 227.28 Open IG-4 492.64 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 10947.03 Day 10 1016.24 Open IG-5 624.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 2865.41 Day 10 359.83 30-90 Days IG-6 513.93 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 49195.47 Day 10 727.62 Open IG-7 8022.08 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 112833.00 Day 10 2623.07 Open IG-8 15551.48 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 37206.52 Day 10 4957.42 30-90 Days L-1 4253.64 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 56886.19 Day 10 3918.83 Open L-10 7778.47 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 40962.08 Day 10 4076.72 30-90 Days L-11 3242.01 Yes Liberty Wealth Management LLC Risk Management