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 40714.92 >= 1 Yr <= 2 Yr 2489.12 Open E-5 4034.10 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 55355.53 >= 1 Yr <= 2 Yr 7959.38 Open E-6 2649.34 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 76756.08 >= 1 Yr <= 2 Yr 7450.91 Open E-7 8225.92 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 19382.48 >= 1 Yr <= 2 Yr 141.77 91-180 Days E-8 2002.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 12300.03 >= 1 Yr <= 2 Yr 166.27 30-90 Days E-9 1337.57 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 91658.35 >= 1 Yr <= 2 Yr 5231.10 Open G-4 10357.27 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 71248.91 >= 1 Yr <= 2 Yr 10008.99 Open IG-3 13915.58 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 92751.65 >= 1 Yr <= 2 Yr 3241.87 30-90 Days IG-4 4269.88 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 103867.68 >= 1 Yr <= 2 Yr 14250.11 <30 Days IG-5 13185.29 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 14219.13 >= 1 Yr <= 2 Yr 1080.67 Open IG-6 124.38 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 52074.86 >= 1 Yr <= 2 Yr 3194.89 91-180 Days IG-7 3847.86 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 111770.81 >= 1 Yr <= 2 Yr 7352.33 <30 Days IG-8 116.79 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 63022.23 >= 1 Yr <= 2 Yr 4058.41 30-90 Days L-1 53.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 7176.97 >= 1 Yr <= 2 Yr 279.82 Open L-10 281.55 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 89421.36 >= 1 Yr <= 2 Yr 3634.51 30-90 Days L-11 10709.06 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 62739.93 >= 1 Yr <= 2 Yr 6941.31 30-90 Days L-2 2985.21 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 20737.59 >= 1 Yr <= 2 Yr 327.70 Open L-3 2665.85 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 23937.40 >= 1 Yr <= 2 Yr 3119.52 Open L-4 4653.52 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 8883.76 >= 1 Yr <= 2 Yr 1019.35 30-90 Days L-5 547.27 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 36333.24 >= 1 Yr <= 2 Yr 5147.74 30-90 Days L-6 6402.04 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 25698.22 >= 1 Yr <= 2 Yr 431.10 30-90 Days L-7 2705.70 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 63043.57 >= 1 Yr <= 2 Yr 5134.64 30-90 Days L-8 8967.67 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 80391.26 >= 1 Yr <= 2 Yr 6261.84 <30 Days L-9 7665.37 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 20224.54 >= 1 Yr <= 2 Yr 1077.22 Open LC-1 1693.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 80185.46 >= 1 Yr <= 2 Yr 10630.25 91-180 Days LC-2 14059.15 No Treasury