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 64264.38 Day 58 230.85 30-90 Days L-5 9555.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 27097.12 Day 58 551.46 30-90 Days L-6 4726.17 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 17769.63 Day 58 967.56 30-90 Days L-7 1837.03 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 52126.16 Day 58 5507.74 Open L-8 1586.11 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 81647.51 Day 58 2354.41 91-180 Days L-9 11622.48 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 44750.64 Day 58 1707.51 Open LC-1 963.12 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 42394.05 Day 58 5759.00 30-90 Days LC-2 159.77 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 4311.99 Day 58 407.23 30-90 Days N-1 695.08 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 110742.97 Day 58 9484.11 91-180 Days N-2 18722.15 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 67207.59 Day 58 8295.24 <30 Days N-3 11250.31 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 19956.39 Day 58 190.42 <30 Days N-4 795.91 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 29369.85 Day 58 336.44 <30 Days N-5 421.79 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 93669.75 Day 58 4918.14 Open N-6 631.43 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 29367.14 Day 58 866.72 91-180 Days N-7 685.36 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 16520.79 Day 58 2403.76 30-90 Days P-1 1705.33 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 79302.47 Day 58 3106.66 <30 Days P-2 5220.91 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 8700.41 Day 58 681.59 Open S-8 1724.35 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 96127.29 Day 58 4064.65 <30 Days Y-1 13978.12 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 74991.54 Day 58 3899.59 91-180 Days Y-2 10496.11 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 24567.46 Day 58 1532.18 30-90 Days Y-3 2074.50 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 4151.47 Day 58 433.37 Open Y-4 229.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 87809.33 Day 58 8813.31 <30 Days Z-1 3133.98 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 31102.60 Day 58 1844.44 30-90 Days A-2 3179.43 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 100294.62 Day 58 359.25 Open A-3 9173.06 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 20413.24 Day 58 3000.38 30-90 Days A-4 1066.49 Yes Liberty Wealth Management LLC Legal