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 75735.91 Day 10 1682.35 Open L-2 7327.80 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 12745.38 Day 10 1702.64 30-90 Days L-3 1832.06 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 63267.35 Day 10 2183.45 91-180 Days L-4 8264.10 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 14424.38 Day 10 663.42 Open L-5 1909.94 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 100981.65 Day 10 6979.79 Open L-6 12340.56 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 39789.16 Day 10 1271.51 91-180 Days L-7 3093.64 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 80853.16 Day 10 8532.93 30-90 Days L-8 9848.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 22703.64 Day 10 3143.21 <30 Days L-9 3717.03 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 32195.50 Day 10 3096.39 30-90 Days LC-1 1550.51 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 72795.88 Day 10 2919.50 <30 Days LC-2 10736.35 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 107955.68 Day 10 14685.22 91-180 Days N-1 13313.71 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 79693.59 Day 10 8266.93 30-90 Days N-2 1650.10 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 73690.74 Day 10 8572.80 30-90 Days N-3 4316.49 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 42132.98 Day 10 4294.31 91-180 Days N-4 3403.50 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 84485.93 Day 10 6132.27 Open N-5 14566.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 1404.89 Day 10 69.20 91-180 Days N-6 241.73 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 64178.23 Day 10 1937.47 30-90 Days N-7 12089.70 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 87668.04 Day 10 1395.36 30-90 Days P-1 17038.52 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 30926.96 Day 10 1890.21 91-180 Days P-2 2468.39 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 772.94 Day 10 28.59 Open S-8 7.22 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 25437.94 Day 10 615.54 <30 Days Y-1 961.37 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 108767.28 Day 10 10417.65 30-90 Days Y-2 8370.48 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 22656.57 Day 10 315.21 30-90 Days Y-3 1719.21 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 82477.26 Day 10 4064.14 91-180 Days Y-4 7742.25 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 55696.18 Day 10 7412.17 30-90 Days Z-1 6942.08 Yes Liberty Wealth Management LLC Risk Management