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 18543.31 61 - 67 Days 167.39 <30 Days E-6 1230.32 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 65788.55 61 - 67 Days 672.19 91-180 Days E-7 2937.81 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 111820.55 61 - 67 Days 2221.84 <30 Days E-8 17548.64 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 60790.96 61 - 67 Days 6376.62 <30 Days E-9 10826.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 95204.14 61 - 67 Days 5853.24 30-90 Days G-4 2048.41 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 14833.94 61 - 67 Days 1877.94 <30 Days IG-3 1304.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 61951.11 61 - 67 Days 3343.50 91-180 Days IG-4 3681.87 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 19290.49 61 - 67 Days 1975.53 30-90 Days IG-5 1133.11 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 2652.31 61 - 67 Days 99.27 30-90 Days IG-6 87.98 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 22323.83 61 - 67 Days 646.90 91-180 Days IG-7 2555.00 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 96420.98 61 - 67 Days 7488.09 Open IG-8 5962.10 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 11620.74 61 - 67 Days 585.81 <30 Days L-1 2173.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 8330.94 61 - 67 Days 423.85 91-180 Days L-10 1440.98 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 91750.53 61 - 67 Days 13100.25 <30 Days L-11 12128.93 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 51147.98 61 - 67 Days 5195.47 <30 Days L-2 9654.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 17128.03 61 - 67 Days 1184.72 Open L-3 3192.38 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 15730.91 61 - 67 Days 455.18 30-90 Days L-4 2683.69 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 113191.91 61 - 67 Days 16525.51 30-90 Days L-5 4628.55 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 111137.79 61 - 67 Days 2938.28 30-90 Days L-6 457.02 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 48209.52 61 - 67 Days 4956.83 <30 Days L-7 5.21 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 91722.61 61 - 67 Days 8556.41 <30 Days L-8 14950.27 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 21875.96 61 - 67 Days 1740.01 30-90 Days L-9 3883.26 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 13813.46 61 - 67 Days 1666.30 91-180 Days LC-1 13.85 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 45831.66 61 - 67 Days 2004.88 30-90 Days LC-2 6089.11 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 19715.80 61 - 67 Days 2185.46 <30 Days N-1 877.48 Yes Liberty Wealth Management LLC Risk Management