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 102780.62 Day 50 804.89 <30 Days S-2 17980.19 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 39752.14 Day 50 5451.70 30-90 Days S-3 3195.78 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 109989.30 Day 50 11303.33 <30 Days S-4 17423.49 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 87989.35 Day 50 13064.52 Open S-5 12219.21 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 93282.94 Day 50 1720.98 Open S-6 15177.06 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 47837.82 Day 50 2705.97 <30 Days S-7 2534.93 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 53013.97 Day 51 2126.76 <30 Days A-0-Q 8356.44 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 18884.50 Day 51 976.82 30-90 Days A-1-Q 442.69 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 15413.63 Day 51 1510.65 91-180 Days A-2-Q 1140.55 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 46114.33 Day 51 3436.80 30-90 Days A-3-Q 7909.41 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 17116.71 Day 51 1690.65 <30 Days A-4-Q 2558.67 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 28674.07 Day 51 2186.08 <30 Days A-5-Q 5326.75 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 45631.98 Day 51 5267.45 Open CB-1-Q 1372.10 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 55668.08 Day 51 5314.18 Open CB-2-Q 6461.88 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 11556.54 Day 51 1139.10 <30 Days S-1-Q 109.89 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 39680.43 Day 51 4221.05 <30 Days S-2-Q 703.11 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 15948.48 Day 51 419.43 <30 Days S-3-Q 1138.06 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 59896.14 Day 51 5206.51 91-180 Days S-4-Q 248.60 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 75075.21 Day 51 7074.94 Open CB-3-Q 1444.89 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 27755.23 Day 51 353.69 <30 Days G-1-Q 1775.36 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 105114.01 Day 51 4466.63 <30 Days G-2-Q 10736.22 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 76286.44 Day 51 651.96 30-90 Days G-3-Q 3035.83 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 49580.28 Day 51 2597.98 91-180 Days S-5-Q 288.83 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 89148.11 Day 51 1863.11 30-90 Days S-6-Q 1400.05 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 50843.09 Day 51 5250.04 Open S-7-Q 4882.78 No Operations