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 69413.77 Day 42 1561.30 <30 Days L-4 594.34 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 72177.56 Day 42 10766.78 30-90 Days L-5 5309.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 63348.78 Day 42 6216.37 <30 Days L-6 7416.09 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 36236.71 Day 42 598.52 91-180 Days L-7 4364.94 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 47450.20 Day 42 1197.84 91-180 Days L-8 8100.39 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 54869.44 Day 42 1043.12 91-180 Days L-9 1155.35 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 33192.54 Day 42 3054.19 91-180 Days LC-1 2951.70 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 19351.54 Day 42 2162.28 Open LC-2 2800.96 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 74447.51 Day 42 3879.25 91-180 Days N-1 8688.91 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 94440.40 Day 42 4222.29 30-90 Days N-2 2935.42 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 66591.68 Day 42 3527.90 <30 Days N-3 2368.41 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 92672.65 Day 42 11459.98 <30 Days N-4 2062.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 18514.82 Day 42 1195.34 91-180 Days N-5 1038.65 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 29553.73 Day 42 2883.52 Open N-6 4244.98 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 60126.96 Day 42 5218.61 91-180 Days N-7 11547.89 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 46158.21 Day 42 3337.56 91-180 Days P-1 7701.15 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 54733.57 Day 42 4129.11 <30 Days P-2 1890.39 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 18747.18 Day 42 222.52 30-90 Days S-8 532.48 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 19239.96 Day 42 1418.83 Open Y-1 3320.74 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 68004.77 Day 42 6274.02 <30 Days Y-2 9321.75 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 107617.34 Day 42 6995.23 <30 Days Y-3 11356.11 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 99211.90 Day 42 13492.40 91-180 Days Y-4 14110.11 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 84150.06 Day 42 9662.73 Open Z-1 8623.65 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 48469.80 Day 42 7210.74 Open A-2 4901.37 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 90992.19 Day 42 8407.16 30-90 Days A-3 18008.34 Yes Liberty International Finance Ltd. Treasury