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 Sovereign No 100081.34 >2 Yr <= 3 Yr 1512.13 30-90 Days S-2-Q 9568.64 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 110946.64 >2 Yr <= 3 Yr 6458.40 91-180 Days S-3-Q 12025.57 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 3215.80 >2 Yr <= 3 Yr 437.24 30-90 Days S-4-Q 325.09 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 63483.46 >2 Yr <= 3 Yr 7836.36 Open CB-3-Q 2273.94 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 13023.67 >2 Yr <= 3 Yr 1525.83 91-180 Days G-1-Q 2441.26 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 78073.37 >2 Yr <= 3 Yr 668.87 30-90 Days G-2-Q 4755.55 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 5285.35 >2 Yr <= 3 Yr 43.36 91-180 Days G-3-Q 256.18 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 40795.09 >2 Yr <= 3 Yr 5069.99 91-180 Days S-5-Q 4666.00 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 102133.25 >2 Yr <= 3 Yr 176.56 30-90 Days S-6-Q 2554.84 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 7197.28 >2 Yr <= 3 Yr 496.79 Open S-7-Q 468.49 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 31464.70 >2 Yr <= 3 Yr 3417.30 <30 Days E-1-Q 1947.42 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 55315.22 >2 Yr <= 3 Yr 858.92 <30 Days E-2-Q 120.66 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 13766.29 >2 Yr <= 3 Yr 1247.80 Open IG-1-Q 2302.05 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 90341.43 >2 Yr <= 3 Yr 10729.71 30-90 Days IG-2-Q 5852.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 66614.68 >2 Yr <= 3 Yr 9847.20 <30 Days C-1 4654.04 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 8419.09 >2 Yr <= 3 Yr 667.36 30-90 Days CB-4 660.89 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 82428.55 >2 Yr <= 3 Yr 11763.84 30-90 Days E-10 5506.10 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 89995.58 >2 Yr <= 3 Yr 5447.25 Open E-3 4281.92 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 76139.81 >2 Yr <= 3 Yr 390.76 91-180 Days E-4 4609.94 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 24345.19 >2 Yr <= 3 Yr 825.10 30-90 Days E-5 1268.23 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 66701.65 >2 Yr <= 3 Yr 2895.53 91-180 Days E-6 5456.52 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 99943.40 >2 Yr <= 3 Yr 11793.97 <30 Days E-7 12253.58 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 48916.88 >2 Yr <= 3 Yr 3866.33 Open E-8 5679.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 38700.77 >2 Yr <= 3 Yr 2471.91 Open E-9 2747.77 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 44566.54 >2 Yr <= 3 Yr 3673.49 30-90 Days G-4 698.46 No Finance