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 46348.77 Day 7 5920.51 Open S-3-Q 8848.86 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 82182.93 Day 7 9027.65 91-180 Days S-4-Q 9573.39 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 2815.11 Day 7 64.64 91-180 Days CB-3-Q 67.86 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 74727.76 Day 7 10471.45 Open G-1-Q 3861.10 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 53774.61 Day 7 4819.18 <30 Days G-2-Q 1691.62 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 21955.50 Day 7 2326.53 <30 Days G-3-Q 2018.65 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 26003.82 Day 7 2651.40 91-180 Days S-5-Q 978.76 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 50697.11 Day 7 3431.18 91-180 Days S-6-Q 7658.93 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 68532.56 Day 7 4073.45 <30 Days S-7-Q 1819.35 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 64254.72 Day 7 1891.75 <30 Days E-1-Q 9029.62 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 37367.78 Day 7 1501.91 <30 Days E-2-Q 565.42 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 101524.72 Day 7 7306.56 30-90 Days IG-1-Q 7157.73 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 40639.15 Day 7 2379.52 <30 Days IG-2-Q 219.30 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 56347.85 Day 7 5368.81 <30 Days C-1 2554.19 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 71829.02 Day 7 1239.81 Open CB-4 6362.58 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 80620.56 Day 7 6122.07 91-180 Days E-10 9188.15 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 24443.78 Day 7 1417.05 Open E-3 588.98 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 31145.85 Day 7 2082.41 30-90 Days E-4 5159.94 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 112457.70 Day 7 15283.65 30-90 Days E-5 7777.77 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 5739.93 Day 7 446.52 30-90 Days E-6 872.59 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 7372.66 Day 7 443.34 Open E-7 259.87 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 38513.08 Day 7 3056.43 Open E-8 770.41 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 22829.60 Day 7 610.29 91-180 Days E-9 2511.76 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 8308.02 Day 7 445.89 91-180 Days G-4 302.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 11060.28 Day 7 1566.27 Open IG-3 158.55 Yes Liberty International Finance Ltd. Risk Management