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 69911.21 271 - 364 Days 10276.48 30-90 Days L-11 7566.48 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 76502.58 271 - 364 Days 8730.36 30-90 Days L-2 14767.05 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 60004.91 271 - 364 Days 2401.09 Open L-3 11604.83 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 29611.85 271 - 364 Days 3386.05 <30 Days L-4 4944.86 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 64751.50 271 - 364 Days 2690.48 Open L-5 610.23 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 72636.01 271 - 364 Days 2168.30 30-90 Days L-6 11821.40 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 112238.58 271 - 364 Days 16819.26 91-180 Days L-7 18146.55 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 104733.74 271 - 364 Days 4975.47 91-180 Days L-8 14205.31 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 52770.34 271 - 364 Days 6912.13 30-90 Days L-9 9920.42 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 29067.40 271 - 364 Days 1531.50 30-90 Days LC-1 4172.08 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 41289.48 271 - 364 Days 2618.96 91-180 Days LC-2 1134.50 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 72110.97 271 - 364 Days 9926.63 Open N-1 488.30 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 39456.32 271 - 364 Days 997.63 30-90 Days N-2 1964.78 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 59308.12 271 - 364 Days 4413.27 <30 Days N-3 4140.26 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 28974.21 271 - 364 Days 808.52 Open N-4 5146.64 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 105337.05 271 - 364 Days 807.87 Open N-5 12914.13 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 23213.97 271 - 364 Days 2164.69 91-180 Days N-6 3794.19 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 6714.10 271 - 364 Days 912.84 Open N-7 363.18 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 60424.16 271 - 364 Days 1308.85 30-90 Days P-1 9138.18 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 41396.00 271 - 364 Days 1343.11 <30 Days P-2 2558.10 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 48723.59 271 - 364 Days 3822.85 30-90 Days S-8 1464.46 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 34962.19 271 - 364 Days 1856.68 <30 Days Y-1 4124.68 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 89179.36 271 - 364 Days 6338.44 30-90 Days Y-2 3407.56 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 74099.32 271 - 364 Days 7867.14 91-180 Days Y-3 1211.84 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 51090.79 271 - 364 Days 6319.77 91-180 Days Y-4 9644.81 Yes Liberty International Finance Ltd. Finance