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 88250.72 Day 16 3203.74 <30 Days S-2-Q 14696.41 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 23553.45 Day 16 2848.92 30-90 Days S-3-Q 1079.47 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 96409.41 Day 16 5964.27 <30 Days S-4-Q 18869.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 111400.17 Day 16 182.44 91-180 Days CB-3-Q 12197.87 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 10085.07 Day 16 1383.02 30-90 Days G-1-Q 194.98 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 15860.09 Day 16 655.46 Open G-2-Q 1092.89 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 45464.27 Day 16 1634.61 91-180 Days G-3-Q 6268.92 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 111816.34 Day 16 12929.22 30-90 Days S-5-Q 13516.87 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 10922.31 Day 16 1537.26 91-180 Days S-6-Q 48.48 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 58356.65 Day 16 3761.59 91-180 Days S-7-Q 6366.50 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 46484.42 Day 16 6063.92 30-90 Days E-1-Q 224.74 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 79046.69 Day 16 10620.20 Open E-2-Q 1513.57 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 4611.91 Day 16 439.77 <30 Days IG-1-Q 688.57 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 39590.79 Day 16 5246.39 <30 Days IG-2-Q 1330.18 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 94116.15 Day 16 12138.01 91-180 Days C-1 14948.78 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 413.94 Day 16 10.15 Open CB-4 31.55 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 73055.26 Day 16 8341.71 <30 Days E-10 10702.72 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 80119.00 Day 16 6343.73 30-90 Days E-3 13522.45 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 80042.15 Day 16 2757.11 30-90 Days E-4 9082.55 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 5097.82 Day 16 86.21 Open E-5 142.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 6026.88 Day 16 788.84 30-90 Days E-6 238.62 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 68184.74 Day 16 1880.79 91-180 Days E-7 6029.98 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 21900.68 Day 16 2162.60 Open E-8 3139.42 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 77296.88 Day 16 819.57 91-180 Days E-9 3329.88 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 32608.37 Day 16 739.40 30-90 Days G-4 6405.36 No Treasury