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 103748.63 180 - 270 Days 12247.34 30-90 Days N-4 1012.52 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 87953.37 180 - 270 Days 128.84 30-90 Days N-5 17437.02 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 61328.01 180 - 270 Days 6538.72 91-180 Days N-6 9152.96 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 81280.84 180 - 270 Days 2446.00 <30 Days N-7 16161.69 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 46423.44 180 - 270 Days 3163.69 30-90 Days P-1 1078.52 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 20477.81 180 - 270 Days 1162.81 91-180 Days P-2 3182.06 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 39607.59 180 - 270 Days 5911.57 Open S-8 3738.55 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 89427.06 180 - 270 Days 9662.92 Open Y-1 4964.47 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 4285.87 180 - 270 Days 348.58 Open Y-2 103.23 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 98744.49 180 - 270 Days 9056.32 <30 Days Y-3 8341.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 28980.62 180 - 270 Days 1829.92 30-90 Days Y-4 2261.16 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 14171.93 180 - 270 Days 1502.93 Open Z-1 1802.74 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 50898.76 180 - 270 Days 4757.80 Open A-2 3614.43 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 52932.04 180 - 270 Days 3609.58 <30 Days A-3 4106.61 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 55920.80 180 - 270 Days 498.86 30-90 Days A-4 3557.55 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 14342.88 180 - 270 Days 2062.27 Open A-5 2009.72 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 81456.50 180 - 270 Days 11425.49 <30 Days CB-1 7605.11 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 70998.67 180 - 270 Days 2362.46 30-90 Days CB-2 11738.85 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 48153.45 180 - 270 Days 5325.33 30-90 Days CB-3 4800.01 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 79742.13 180 - 270 Days 9376.46 30-90 Days E-1 5321.34 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 60539.81 180 - 270 Days 7533.19 Open E-2 1195.00 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 9108.83 180 - 270 Days 997.56 30-90 Days G-1 829.19 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 75994.26 180 - 270 Days 7934.45 Open G-2 13537.48 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 44165.25 180 - 270 Days 4963.96 91-180 Days G-3 5830.20 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 81157.80 180 - 270 Days 10580.79 Open IG-1 16190.12 Yes Liberty Mortgage Services Corp. Operations