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 111924.75 >4 Yr <= 5 Yr 16287.98 <30 Days CB-1-Q 7567.78 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 10032.45 >4 Yr <= 5 Yr 857.05 91-180 Days CB-2-Q 828.50 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 95049.15 >4 Yr <= 5 Yr 12861.74 91-180 Days S-1-Q 5752.95 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 4459.10 >4 Yr <= 5 Yr 59.47 91-180 Days S-2-Q 498.61 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 88202.17 >4 Yr <= 5 Yr 1087.39 <30 Days S-3-Q 8394.63 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 38121.26 >4 Yr <= 5 Yr 2580.72 30-90 Days S-4-Q 512.42 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 92409.43 >4 Yr <= 5 Yr 12149.48 <30 Days CB-3-Q 1862.46 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 16981.38 >4 Yr <= 5 Yr 391.29 <30 Days G-1-Q 2424.90 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 33491.96 >4 Yr <= 5 Yr 1619.95 30-90 Days G-2-Q 3228.44 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 60733.88 >4 Yr <= 5 Yr 685.27 Open G-3-Q 218.11 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 27145.46 >4 Yr <= 5 Yr 3315.40 <30 Days S-5-Q 5314.32 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 19657.68 >4 Yr <= 5 Yr 816.29 91-180 Days S-6-Q 1213.22 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 4719.67 >4 Yr <= 5 Yr 667.25 <30 Days S-7-Q 566.98 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 36739.40 >4 Yr <= 5 Yr 2808.19 Open E-1-Q 2794.44 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 24392.05 >4 Yr <= 5 Yr 2361.93 30-90 Days E-2-Q 354.39 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 43690.17 >4 Yr <= 5 Yr 6401.17 30-90 Days IG-1-Q 3487.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 49001.94 >4 Yr <= 5 Yr 1504.80 91-180 Days IG-2-Q 4555.30 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 3457.14 >4 Yr <= 5 Yr 488.49 30-90 Days C-1 601.19 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 13495.36 >4 Yr <= 5 Yr 1876.14 <30 Days CB-4 2053.98 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 36255.65 >4 Yr <= 5 Yr 473.85 <30 Days E-10 4710.98 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 4967.49 >4 Yr <= 5 Yr 561.88 <30 Days E-3 422.57 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 30754.36 >4 Yr <= 5 Yr 4432.41 <30 Days E-4 1082.92 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 57489.84 >4 Yr <= 5 Yr 7611.92 91-180 Days E-5 795.16 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 49471.73 >4 Yr <= 5 Yr 4707.64 Open E-6 6496.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 47473.80 >4 Yr <= 5 Yr 269.64 Open E-7 8904.38 No Legal