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 40863.95 Day 38 2159.60 91-180 Days A-1-Q 2345.28 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 28122.43 Day 38 2635.69 91-180 Days A-2-Q 1645.25 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 25174.96 Day 38 2072.13 30-90 Days A-3-Q 3188.18 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 45216.81 Day 38 6342.03 91-180 Days A-4-Q 7186.91 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 78973.84 Day 38 2840.42 91-180 Days A-5-Q 10473.84 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 65986.56 Day 38 5253.53 <30 Days CB-1-Q 12347.62 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 68500.94 Day 38 5369.35 <30 Days CB-2-Q 6874.63 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 48696.20 Day 38 3844.30 91-180 Days S-1-Q 3502.13 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 92633.08 Day 38 4391.55 91-180 Days S-2-Q 9069.30 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 3413.89 Day 38 4.35 Open S-3-Q 260.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 45672.00 Day 38 674.73 30-90 Days S-4-Q 8971.23 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 50181.87 Day 38 2975.15 Open CB-3-Q 10009.06 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 70032.31 Day 38 508.69 30-90 Days G-1-Q 5474.14 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 15216.80 Day 38 709.62 <30 Days G-2-Q 2437.22 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 79127.59 Day 38 10944.47 <30 Days G-3-Q 10555.37 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 3005.38 Day 38 166.61 30-90 Days S-5-Q 103.95 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 74120.48 Day 38 9522.69 30-90 Days S-6-Q 5801.40 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 40597.28 Day 38 154.29 30-90 Days S-7-Q 3334.56 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 6012.34 Day 38 597.71 30-90 Days E-1-Q 180.96 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 86577.79 Day 38 9578.37 <30 Days E-2-Q 6581.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 72786.25 Day 38 3062.47 <30 Days IG-1-Q 8154.22 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 73780.00 Day 38 7822.10 <30 Days IG-2-Q 2163.57 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 91726.21 Day 38 1726.75 91-180 Days C-1 15248.39 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 1598.91 Day 38 20.71 Open CB-4 305.36 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 110800.13 Day 38 14637.22 91-180 Days E-10 6356.59 Yes Liberty International Finance Ltd. Finance