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 19392.73 Day 57 1241.64 30-90 Days S-4 249.72 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 93.22 Day 57 1.41 91-180 Days S-5 14.49 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 53994.83 Day 57 4836.80 <30 Days S-6 9279.00 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 102633.14 Day 57 14093.99 Open S-7 16979.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 87820.92 Day 58 3433.75 30-90 Days A-0-Q 1275.03 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 82552.68 Day 58 10165.94 Open A-1-Q 11212.69 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 58765.20 Day 58 1227.48 Open A-2-Q 11600.56 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 111965.65 Day 58 574.19 91-180 Days A-3-Q 14845.96 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 26024.75 Day 58 2574.30 Open A-4-Q 183.66 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 15833.57 Day 58 1685.90 30-90 Days A-5-Q 1784.77 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 74093.23 Day 58 1697.06 91-180 Days CB-1-Q 7322.12 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 34143.52 Day 58 4819.25 91-180 Days CB-2-Q 6665.49 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 46180.53 Day 58 4974.84 Open S-1-Q 4291.92 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 37096.28 Day 58 1924.81 <30 Days S-2-Q 4745.97 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 38353.51 Day 58 1214.49 91-180 Days S-3-Q 6391.76 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 93425.41 Day 58 173.21 91-180 Days S-4-Q 15582.49 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 15555.23 Day 58 1442.64 91-180 Days CB-3-Q 1250.93 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 6100.19 Day 58 563.31 Open G-1-Q 238.18 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 19082.69 Day 58 2335.63 <30 Days G-2-Q 868.79 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 46995.11 Day 58 6730.00 <30 Days G-3-Q 3138.82 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 96831.45 Day 58 5098.68 Open S-5-Q 13118.69 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 109392.22 Day 58 13121.52 91-180 Days S-6-Q 6898.47 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 84393.51 Day 58 11573.57 91-180 Days S-7-Q 12629.33 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 101274.42 Day 58 6201.43 91-180 Days E-1-Q 6141.36 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 81888.03 Day 58 4973.03 Open E-2-Q 15591.86 No Risk Management