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 73732.71 >5 Yr 1733.23 <30 Days L-6 13355.97 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 41213.65 >5 Yr 3205.40 <30 Days L-7 6122.82 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 89632.90 >5 Yr 10640.14 Open L-8 10993.54 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 44517.18 >5 Yr 5125.72 <30 Days L-9 548.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 104562.02 >5 Yr 9459.28 <30 Days LC-1 7945.95 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 97605.05 >5 Yr 423.61 <30 Days LC-2 16969.63 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 46870.92 >5 Yr 2513.57 Open N-1 3836.40 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 38954.90 >5 Yr 1519.54 91-180 Days N-2 349.58 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 63307.95 >5 Yr 4418.79 <30 Days N-3 9619.33 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 81642.87 >5 Yr 4229.85 30-90 Days N-4 6290.01 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 98689.66 >5 Yr 3349.27 30-90 Days N-5 5775.21 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 5374.61 >5 Yr 577.90 30-90 Days N-6 7.63 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 53317.51 >5 Yr 2116.84 91-180 Days N-7 7884.56 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 87540.26 >5 Yr 877.92 30-90 Days P-1 13653.76 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 113513.62 >5 Yr 1998.36 30-90 Days P-2 17593.06 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 42632.99 >5 Yr 1784.53 <30 Days S-8 3541.19 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 43633.44 >5 Yr 3654.92 30-90 Days Y-1 7413.98 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 40962.82 >5 Yr 2808.98 Open Y-2 5095.58 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 61677.81 >5 Yr 4589.75 Open Y-3 6881.89 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 105791.33 >5 Yr 14368.09 <30 Days Y-4 8141.22 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 12566.85 >5 Yr 1856.10 <30 Days Z-1 2131.75 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 32348.47 >5 Yr 1084.45 <30 Days A-2 5339.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 53162.26 >5 Yr 6733.53 91-180 Days A-3 5989.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 85853.08 >5 Yr 5110.63 <30 Days A-4 16903.97 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 29420.77 >5 Yr 3078.27 <30 Days A-5 3626.51 Yes Liberty Wealth Management LLC Legal