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 73943.62 271 - 364 Days 10704.82 Open S-6-Q 13389.04 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 43100.91 271 - 364 Days 5711.01 91-180 Days S-7-Q 4131.56 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 48777.96 271 - 364 Days 4369.83 91-180 Days E-1-Q 6777.50 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 13182.91 271 - 364 Days 1660.82 <30 Days E-2-Q 2056.45 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 40998.91 271 - 364 Days 4129.09 30-90 Days IG-1-Q 6834.39 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 7431.29 271 - 364 Days 605.77 <30 Days IG-2-Q 1036.38 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 21609.76 271 - 364 Days 1543.39 91-180 Days C-1 4168.66 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 25986.75 271 - 364 Days 1418.54 Open CB-4 4870.33 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 66687.02 271 - 364 Days 5027.34 Open E-10 6974.12 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 13469.85 271 - 364 Days 1595.44 30-90 Days E-3 2318.34 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 71482.88 271 - 364 Days 5856.03 30-90 Days E-4 1859.98 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 50405.35 271 - 364 Days 3911.23 Open E-5 5568.83 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 54514.04 271 - 364 Days 5608.46 30-90 Days E-6 5072.87 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 18911.99 271 - 364 Days 2365.13 Open E-7 2975.18 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 36090.65 271 - 364 Days 3715.79 30-90 Days E-8 4008.43 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 17459.52 271 - 364 Days 990.41 <30 Days E-9 1503.07 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 104938.16 271 - 364 Days 6969.18 91-180 Days G-4 11802.20 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 94602.54 271 - 364 Days 11414.61 Open IG-3 10758.84 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 97350.53 271 - 364 Days 6180.95 <30 Days IG-4 12234.04 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 50312.26 271 - 364 Days 6554.78 91-180 Days IG-5 2633.84 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 83651.23 271 - 364 Days 6345.57 91-180 Days IG-6 9319.31 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 84561.54 271 - 364 Days 7730.82 91-180 Days IG-7 10835.15 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 4530.14 271 - 364 Days 337.82 Open IG-8 598.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 91567.42 271 - 364 Days 5401.81 91-180 Days L-1 10772.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 73884.15 271 - 364 Days 3655.20 30-90 Days L-10 1926.66 Yes Liberty Wealth Management LLC Legal