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 28737.67 Day 52 1803.81 <30 Days E-7 4241.84 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 87513.29 Day 52 12386.44 91-180 Days E-8 12214.09 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 113185.60 Day 52 14560.54 91-180 Days E-9 9548.33 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 91019.85 Day 52 12106.43 30-90 Days G-4 2899.56 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 38641.03 Day 52 5602.99 30-90 Days IG-3 3688.55 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 63486.37 Day 52 8361.34 <30 Days IG-4 4418.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 10119.43 Day 52 126.92 30-90 Days IG-5 678.53 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 64053.51 Day 52 713.65 Open IG-6 7909.36 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 52665.57 Day 52 3375.87 30-90 Days IG-7 1990.76 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 48648.84 Day 52 7051.80 91-180 Days IG-8 7623.59 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 113449.48 Day 52 12759.94 <30 Days L-1 12930.29 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 62138.67 Day 52 510.35 91-180 Days L-10 4436.41 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 69926.56 Day 52 3651.02 Open L-11 4211.62 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 17856.16 Day 52 2086.16 <30 Days L-2 2565.80 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 74096.04 Day 52 10258.90 <30 Days L-3 8611.24 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 58573.10 Day 52 4927.31 91-180 Days L-4 3267.61 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 16856.11 Day 52 683.43 Open L-5 204.50 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 19399.92 Day 52 2049.25 30-90 Days L-6 2016.34 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 55820.69 Day 52 1637.77 <30 Days L-7 7580.41 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 54363.62 Day 52 5695.16 30-90 Days L-8 413.20 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 18568.15 Day 52 1029.60 91-180 Days L-9 2215.57 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 89622.64 Day 52 496.27 30-90 Days LC-1 7047.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 15632.00 Day 52 2244.44 <30 Days LC-2 1818.61 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 76061.36 Day 52 3947.15 <30 Days N-1 7676.38 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 16627.30 Day 52 1463.17 <30 Days N-2 452.66 Yes Liberty Mortgage Services Corp. Operations