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 89119.00 Perpetual 5625.65 30-90 Days N-6 12226.78 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 40436.99 Perpetual 2854.21 91-180 Days N-7 7591.58 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 91802.24 Perpetual 12992.19 <30 Days P-1 17115.67 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 73671.27 Perpetual 8173.33 <30 Days P-2 10331.73 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 18829.76 Perpetual 548.02 30-90 Days S-8 473.92 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 45549.08 Perpetual 2760.70 <30 Days Y-1 3910.56 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 47733.59 Perpetual 6275.35 <30 Days Y-2 7304.51 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 31814.25 Perpetual 3803.74 Open Y-3 4967.99 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 47304.81 Perpetual 1020.31 <30 Days Y-4 8407.50 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 27684.95 Perpetual 1493.95 91-180 Days Z-1 4707.10 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 92085.52 Perpetual 12944.66 <30 Days A-2 12591.88 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 88539.37 Perpetual 5123.05 <30 Days A-3 8886.53 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 34952.34 Perpetual 4871.44 91-180 Days A-4 3985.99 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 57893.57 Perpetual 2449.46 30-90 Days A-5 11097.38 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 74393.41 Perpetual 7285.99 <30 Days CB-1 7452.77 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 99680.41 Perpetual 3680.10 Open CB-2 12809.15 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 57482.15 Perpetual 1196.84 <30 Days CB-3 7819.22 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 230.94 Perpetual 24.13 30-90 Days E-1 14.47 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 13272.15 Perpetual 1987.72 <30 Days E-2 1628.61 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 73012.26 Perpetual 8900.07 <30 Days G-1 12355.44 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 72577.72 Perpetual 9238.39 91-180 Days G-2 9348.91 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 69518.54 Perpetual 5258.86 <30 Days G-3 8339.11 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 29076.60 Perpetual 1326.08 <30 Days IG-1 4563.74 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 105172.20 Perpetual 14146.35 30-90 Days IG-2 17833.84 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 98940.15 Perpetual 8114.06 Open S-1 2190.86 Yes Liberty Mortgage Services Corp. Legal