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 90708.07 Day 27 6321.08 30-90 Days IG-1 8033.85 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 102024.67 Day 27 787.28 91-180 Days IG-2 18048.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 22088.68 Day 27 2199.03 91-180 Days S-1 3000.86 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 112598.83 Day 27 8467.73 30-90 Days S-2 18067.70 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 73791.19 Day 27 8791.85 30-90 Days S-3 2726.02 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 19147.00 Day 27 918.16 Open S-4 3415.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 35209.63 Day 27 2150.11 Open S-5 1600.93 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 39331.77 Day 27 3502.46 91-180 Days S-6 5170.61 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 20387.40 Day 27 1871.81 30-90 Days S-7 1970.75 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 80026.10 Day 28 163.98 <30 Days A-0-Q 343.67 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 26877.31 Day 28 1969.75 91-180 Days A-1-Q 3373.95 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 84823.26 Day 28 6857.90 30-90 Days A-2-Q 8834.01 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 36959.58 Day 28 4509.93 Open A-3-Q 6721.23 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 34084.37 Day 28 637.84 <30 Days A-4-Q 1252.26 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 109894.85 Day 28 12859.74 Open A-5-Q 16275.34 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 79271.62 Day 28 1217.87 Open CB-1-Q 11880.02 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 30080.95 Day 28 759.43 30-90 Days CB-2-Q 3390.36 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 49717.90 Day 28 4136.95 <30 Days S-1-Q 8849.93 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 52170.39 Day 28 2259.90 Open S-2-Q 9394.73 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 100569.10 Day 28 10799.18 Open S-3-Q 15318.97 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 84923.98 Day 28 854.49 91-180 Days S-4-Q 9738.25 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 56531.88 Day 28 8130.84 30-90 Days CB-3-Q 7587.23 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 26353.32 Day 28 3069.28 <30 Days G-1-Q 2501.97 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 44768.96 Day 28 5663.82 30-90 Days G-2-Q 6251.63 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 101822.45 Day 28 59.86 <30 Days G-3-Q 17717.69 Yes Liberty Capital Markets Inc. Operations