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 28042.55 75 - 82 Days 3853.03 Open LC-1 5453.90 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 78447.17 75 - 82 Days 3522.47 <30 Days LC-2 1658.25 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 13715.02 75 - 82 Days 1634.09 <30 Days N-1 2466.33 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 20972.95 75 - 82 Days 450.67 30-90 Days N-2 3074.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 54890.75 75 - 82 Days 2998.78 <30 Days N-3 8964.46 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 83772.90 75 - 82 Days 1496.27 91-180 Days N-4 3684.17 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 111275.37 75 - 82 Days 13185.88 Open N-5 5782.82 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 22646.47 75 - 82 Days 3227.69 <30 Days N-6 3601.20 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 70302.97 75 - 82 Days 4467.33 91-180 Days N-7 10114.28 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 88391.82 75 - 82 Days 13035.12 30-90 Days P-1 9812.09 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 84914.73 75 - 82 Days 1097.66 30-90 Days P-2 15575.85 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 103316.33 75 - 82 Days 11978.39 30-90 Days S-8 16207.92 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 7617.12 75 - 82 Days 659.24 91-180 Days Y-1 1196.29 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 7271.27 75 - 82 Days 437.90 Open Y-2 1360.38 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 45216.25 75 - 82 Days 2347.62 <30 Days Y-3 2546.56 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 102420.60 75 - 82 Days 4961.35 Open Y-4 20008.26 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 44252.32 75 - 82 Days 2018.30 Open Z-1 6922.10 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 72760.58 75 - 82 Days 7258.72 Open A-2 5287.64 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 45416.46 75 - 82 Days 50.17 91-180 Days A-3 2362.92 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 26015.89 75 - 82 Days 1392.65 91-180 Days A-4 79.50 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 39558.99 75 - 82 Days 701.80 Open A-5 6324.89 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 101347.43 75 - 82 Days 13366.78 30-90 Days CB-1 15679.27 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 102072.52 75 - 82 Days 380.24 Open CB-2 13677.15 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 60412.55 75 - 82 Days 5922.17 Open CB-3 10879.48 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 30759.34 75 - 82 Days 1196.17 Open E-1 1250.57 Yes Liberty Wealth Management LLC Legal