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 68757.62 Day 27 5743.40 30-90 Days A-5-Q 7674.54 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 40785.43 Day 27 1250.26 Open CB-1-Q 6421.35 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 79183.18 Day 27 4475.88 30-90 Days CB-2-Q 13429.19 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 75408.78 Day 27 4007.76 Open S-1-Q 2829.05 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 6781.84 Day 27 452.71 Open S-2-Q 874.58 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 60816.57 Day 27 1365.35 91-180 Days S-3-Q 10646.49 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 55922.41 Day 27 4575.97 <30 Days S-4-Q 11088.88 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 80854.52 Day 27 2200.81 <30 Days CB-3-Q 4069.78 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 92695.76 Day 27 2744.33 30-90 Days G-1-Q 15173.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 38208.88 Day 27 4409.55 91-180 Days G-2-Q 2636.04 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 62885.13 Day 27 8621.97 30-90 Days G-3-Q 6532.60 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 75626.60 Day 27 6185.20 91-180 Days S-5-Q 14492.24 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 78025.66 Day 27 9140.27 91-180 Days S-6-Q 10756.89 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 51907.16 Day 27 6382.32 91-180 Days S-7-Q 958.02 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 11205.84 Day 27 1172.04 Open E-1-Q 754.53 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 109043.03 Day 27 12548.11 91-180 Days E-2-Q 20981.84 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 84791.42 Day 27 4947.45 91-180 Days IG-1-Q 6864.23 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 72329.47 Day 27 6421.01 91-180 Days IG-2-Q 5825.68 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 76156.54 Day 27 9096.90 Open C-1 9796.09 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 45108.45 Day 27 4323.39 <30 Days CB-4 8967.61 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 33645.49 Day 27 283.16 <30 Days E-10 1889.06 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 23072.10 Day 27 2031.37 91-180 Days E-3 461.69 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 31909.32 Day 27 2993.00 91-180 Days E-4 4517.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 50821.57 Day 27 497.13 91-180 Days E-5 3192.51 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 104354.31 Day 27 961.81 30-90 Days E-6 12878.37 No Legal