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 39618.98 >= 1 Yr <= 2 Yr 4106.03 91-180 Days A-3-Q 4850.99 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 57182.90 >= 1 Yr <= 2 Yr 2502.34 30-90 Days A-4-Q 3481.40 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 26439.43 >= 1 Yr <= 2 Yr 303.73 91-180 Days A-5-Q 4886.79 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 55859.37 >= 1 Yr <= 2 Yr 6132.36 91-180 Days CB-1-Q 2797.26 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 87059.68 >= 1 Yr <= 2 Yr 3610.19 Open CB-2-Q 15404.32 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 36208.99 >= 1 Yr <= 2 Yr 823.90 30-90 Days S-1-Q 270.37 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 9317.85 >= 1 Yr <= 2 Yr 711.87 Open S-2-Q 638.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 31152.61 >= 1 Yr <= 2 Yr 1024.53 91-180 Days S-3-Q 2651.33 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 96609.18 >= 1 Yr <= 2 Yr 14236.44 Open S-4-Q 17844.12 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 97959.74 >= 1 Yr <= 2 Yr 8.26 Open CB-3-Q 4905.03 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 63475.81 >= 1 Yr <= 2 Yr 6562.26 Open G-1-Q 5802.83 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 19081.93 >= 1 Yr <= 2 Yr 1365.76 <30 Days G-2-Q 121.80 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 36667.18 >= 1 Yr <= 2 Yr 2002.75 91-180 Days G-3-Q 3165.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 62029.79 >= 1 Yr <= 2 Yr 1062.41 91-180 Days S-5-Q 8649.09 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 60958.32 >= 1 Yr <= 2 Yr 7085.05 Open S-6-Q 7208.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 85617.37 >= 1 Yr <= 2 Yr 5331.00 91-180 Days S-7-Q 12076.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 32869.97 >= 1 Yr <= 2 Yr 636.50 <30 Days E-1-Q 1762.96 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 64235.43 >= 1 Yr <= 2 Yr 2259.22 <30 Days E-2-Q 9802.82 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 94694.62 >= 1 Yr <= 2 Yr 4076.78 91-180 Days IG-1-Q 15174.08 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 57520.96 >= 1 Yr <= 2 Yr 1393.33 <30 Days IG-2-Q 1494.04 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 53493.30 >= 1 Yr <= 2 Yr 6091.58 <30 Days C-1 6991.97 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 59808.55 >= 1 Yr <= 2 Yr 3629.86 30-90 Days CB-4 3352.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 40881.26 >= 1 Yr <= 2 Yr 4925.27 30-90 Days E-10 6768.61 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 52580.35 >= 1 Yr <= 2 Yr 7811.16 30-90 Days E-3 9258.60 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 48642.57 >= 1 Yr <= 2 Yr 1029.62 <30 Days E-4 7572.86 No Operations