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 79291.55 Day 24 10052.35 30-90 Days L-6 7573.18 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 60549.12 Day 24 8139.56 Open L-7 1034.75 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 66145.43 Day 24 4565.01 30-90 Days L-8 6485.24 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 52208.28 Day 24 5649.72 <30 Days L-9 4269.00 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 74317.65 Day 24 7701.60 91-180 Days LC-1 2473.52 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 100486.48 Day 24 6119.16 30-90 Days LC-2 3048.62 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 87089.42 Day 24 1252.92 91-180 Days N-1 15371.39 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 19034.23 Day 24 1374.91 Open N-2 350.98 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 71611.67 Day 24 7423.25 91-180 Days N-3 10331.66 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 106720.30 Day 24 3106.01 91-180 Days N-4 11677.32 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 82512.76 Day 24 1562.69 <30 Days N-5 13407.81 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 14497.75 Day 24 1496.35 30-90 Days N-6 1590.66 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 22665.93 Day 24 2852.84 <30 Days N-7 472.73 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 10133.92 Day 24 358.79 Open P-1 1521.59 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 44048.29 Day 24 484.18 30-90 Days P-2 1333.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 68934.63 Day 24 6661.31 91-180 Days S-8 6069.16 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 97140.89 Day 24 11707.81 91-180 Days Y-1 19108.74 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 41912.97 Day 24 3638.16 Open Y-2 3452.48 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 89466.96 Day 24 283.72 Open Y-3 11647.34 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 104554.87 Day 24 7074.25 <30 Days Y-4 5658.25 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 86367.78 Day 24 866.43 <30 Days Z-1 2548.67 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 64521.96 Day 24 9274.46 <30 Days A-2 12126.82 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 60300.06 Day 24 4173.23 <30 Days A-3 8946.79 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 110534.25 Day 24 13247.35 Open A-4 18910.70 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 9482.99 Day 24 315.95 91-180 Days A-5 961.01 No Treasury