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 21293.74 Day 30 2898.16 91-180 Days IG-7 244.16 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 73915.01 Day 30 7117.43 91-180 Days IG-8 2464.46 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 522.29 Day 30 41.16 30-90 Days L-1 4.72 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 103250.43 Day 30 13569.52 91-180 Days L-10 15988.68 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 28299.21 Day 30 2612.14 Open L-11 5198.14 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 54805.61 Day 30 2231.24 30-90 Days L-2 1415.61 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 57540.96 Day 30 1686.60 Open L-3 2324.25 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 36593.06 Day 30 4801.49 <30 Days L-4 5419.41 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 59140.69 Day 30 1441.71 30-90 Days L-5 7737.88 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 110547.11 Day 30 5353.57 <30 Days L-6 18028.34 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 112892.18 Day 30 3374.77 <30 Days L-7 10462.22 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 13343.75 Day 30 1199.56 91-180 Days L-8 1948.53 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 81792.44 Day 30 1112.23 <30 Days L-9 1914.76 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 11910.26 Day 30 1096.04 <30 Days LC-1 1818.24 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 105055.27 Day 30 9455.46 <30 Days LC-2 15788.82 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 62940.17 Day 30 4426.78 30-90 Days N-1 8163.07 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 15402.68 Day 30 1920.36 91-180 Days N-2 529.64 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 68820.11 Day 30 4281.34 30-90 Days N-3 7627.40 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 82887.67 Day 30 12038.67 <30 Days N-4 8015.10 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 21736.60 Day 30 1852.18 <30 Days N-5 638.16 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 23684.41 Day 30 1734.05 Open N-6 1655.37 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 51076.88 Day 30 7433.00 Open N-7 10132.85 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 1011.77 Day 30 70.13 91-180 Days P-1 70.80 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 11455.32 Day 30 1681.76 91-180 Days P-2 792.45 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 32036.11 Day 30 3177.52 30-90 Days S-8 5218.26 Yes Liberty International Finance Ltd. Risk Management