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 113641.85 61 - 67 Days 9437.87 91-180 Days N-2 21670.33 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 14306.28 61 - 67 Days 972.27 <30 Days N-3 75.28 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 34497.52 61 - 67 Days 3224.88 91-180 Days N-4 4221.63 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 39252.68 61 - 67 Days 4821.50 30-90 Days N-5 106.51 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 105813.64 61 - 67 Days 6677.82 91-180 Days N-6 17928.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 86269.46 61 - 67 Days 5977.39 <30 Days N-7 9039.88 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 40773.36 61 - 67 Days 655.86 30-90 Days P-1 5905.57 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 73795.94 61 - 67 Days 3182.43 30-90 Days P-2 1008.17 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 85364.21 61 - 67 Days 10130.64 91-180 Days S-8 10784.75 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 20457.47 61 - 67 Days 2698.78 91-180 Days Y-1 1597.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 60440.87 61 - 67 Days 3551.52 Open Y-2 6275.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 11594.53 61 - 67 Days 1609.27 <30 Days Y-3 1868.73 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 83512.64 61 - 67 Days 7903.77 91-180 Days Y-4 5026.36 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 77622.01 61 - 67 Days 1009.47 30-90 Days Z-1 2482.30 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 54290.80 61 - 67 Days 6120.44 91-180 Days A-2 7571.89 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 100681.22 61 - 67 Days 8963.09 <30 Days A-3 10145.90 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 75769.40 61 - 67 Days 7618.06 Open A-4 12523.81 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 77942.80 61 - 67 Days 4242.63 30-90 Days A-5 2437.87 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 77709.53 61 - 67 Days 4461.45 Open CB-1 4009.25 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 69708.05 61 - 67 Days 1517.25 <30 Days CB-2 11284.15 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 107035.58 61 - 67 Days 240.96 30-90 Days CB-3 19338.05 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 98786.77 61 - 67 Days 13336.73 91-180 Days E-1 3907.97 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 33806.87 61 - 67 Days 4047.59 <30 Days E-2 2521.61 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 55333.70 61 - 67 Days 2818.65 30-90 Days G-1 6115.55 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 42768.48 61 - 67 Days 3130.65 30-90 Days G-2 6554.27 Yes Liberty Wealth Management LLC Operations