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 33569.78 Day 47 1633.66 91-180 Days E-10 1921.18 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 109793.64 Day 47 4980.68 Open E-3 18081.28 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 53960.69 Day 47 1244.36 91-180 Days E-4 2098.56 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 6656.89 Day 47 870.61 91-180 Days E-5 1175.62 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 27544.50 Day 47 1957.53 30-90 Days E-6 35.10 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 22089.68 Day 47 1019.07 30-90 Days E-7 2585.08 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 37372.64 Day 47 2366.31 91-180 Days E-8 6741.57 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 24495.36 Day 47 971.69 Open E-9 1703.39 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 42241.80 Day 47 4475.24 91-180 Days G-4 1994.96 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 26526.11 Day 47 334.40 91-180 Days IG-3 3355.18 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 105890.42 Day 47 14355.35 Open IG-4 1384.52 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 53524.27 Day 47 6190.87 30-90 Days IG-5 8324.67 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 77104.13 Day 47 7563.39 <30 Days IG-6 1799.60 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 18459.41 Day 47 811.76 Open IG-7 2194.55 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 108660.87 Day 47 12616.92 Open IG-8 16200.35 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 54711.28 Day 47 6790.29 30-90 Days L-1 3189.38 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 1929.12 Day 47 87.24 <30 Days L-10 216.46 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 40570.62 Day 47 5898.59 Open L-11 725.90 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 61555.23 Day 47 3997.99 30-90 Days L-2 8289.58 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 106647.39 Day 47 5493.41 Open L-3 17364.94 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 61402.63 Day 47 5985.55 30-90 Days L-4 11269.81 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 111049.39 Day 47 8496.66 30-90 Days L-5 7056.95 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 95240.15 Day 47 7153.19 91-180 Days L-6 2028.65 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 5706.22 Day 47 700.42 Open L-7 1097.03 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 12768.38 Day 47 707.78 Open L-8 1623.00 Yes Liberty Wealth Management LLC Legal