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 89070.19 >3 Yr <= 4 Yr 1488.65 30-90 Days E-10 12222.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 82335.81 >3 Yr <= 4 Yr 2639.54 30-90 Days E-3 4470.60 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 29573.60 >3 Yr <= 4 Yr 1456.56 Open E-4 4099.99 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 91638.60 >3 Yr <= 4 Yr 973.98 91-180 Days E-5 6662.05 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 96692.25 >3 Yr <= 4 Yr 10223.33 <30 Days E-6 5928.12 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 105344.50 >3 Yr <= 4 Yr 3742.46 30-90 Days E-7 8180.48 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 92511.61 >3 Yr <= 4 Yr 10810.08 30-90 Days E-8 4094.30 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 43616.45 >3 Yr <= 4 Yr 121.39 Open E-9 8584.07 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 35319.26 >3 Yr <= 4 Yr 1839.66 Open G-4 253.14 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 37380.70 >3 Yr <= 4 Yr 3072.88 Open IG-3 1278.83 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 24669.28 >3 Yr <= 4 Yr 858.97 30-90 Days IG-4 4077.80 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 61529.93 >3 Yr <= 4 Yr 7805.12 30-90 Days IG-5 11263.43 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 29635.80 >3 Yr <= 4 Yr 570.59 <30 Days IG-6 337.07 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 97151.96 >3 Yr <= 4 Yr 3919.71 Open IG-7 9430.76 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 83625.79 >3 Yr <= 4 Yr 10382.23 30-90 Days IG-8 9109.73 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 97484.41 >3 Yr <= 4 Yr 4446.18 <30 Days L-1 2751.66 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 95426.88 >3 Yr <= 4 Yr 11072.72 <30 Days L-10 91.79 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 55247.45 >3 Yr <= 4 Yr 5687.31 91-180 Days L-11 5762.62 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 105665.48 >3 Yr <= 4 Yr 10860.95 30-90 Days L-2 17335.91 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 35624.63 >3 Yr <= 4 Yr 2181.17 30-90 Days L-3 3124.95 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 19192.77 >3 Yr <= 4 Yr 1486.73 Open L-4 273.53 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 19788.47 >3 Yr <= 4 Yr 74.69 30-90 Days L-5 2819.10 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 44270.39 >3 Yr <= 4 Yr 2215.32 30-90 Days L-6 8780.65 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 9819.56 >3 Yr <= 4 Yr 134.45 30-90 Days L-7 870.37 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 93364.92 >3 Yr <= 4 Yr 12209.50 30-90 Days L-8 12628.37 Yes Liberty Mortgage Services Corp. Finance