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 No 85803.50 Day 8 594.41 <30 Days A-5 8320.58 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 60912.51 Day 8 1980.88 Open CB-1 1209.43 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 78304.52 Day 8 10571.73 Open CB-2 15205.28 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 93044.34 Day 8 411.57 <30 Days CB-3 6183.22 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 107736.75 Day 8 6302.85 <30 Days E-1 17298.77 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 101615.87 Day 8 4612.27 <30 Days E-2 12386.43 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 40636.31 Day 8 3680.14 30-90 Days G-1 2861.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 65585.01 Day 8 6861.42 Open G-2 3369.20 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 36508.53 Day 8 4877.11 91-180 Days G-3 5962.02 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 46748.76 Day 8 985.55 <30 Days IG-1 3308.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 8004.17 Day 8 1057.67 30-90 Days IG-2 574.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 95336.48 Day 8 5528.89 <30 Days S-1 7478.32 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 4299.91 Day 8 301.89 91-180 Days S-2 668.69 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 86409.22 Day 8 4029.59 <30 Days S-3 12660.10 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 48054.99 Day 8 7089.71 91-180 Days S-4 5865.17 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 110253.94 Day 8 14475.75 Open S-5 17092.39 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 103767.95 Day 8 12273.82 91-180 Days S-6 6611.92 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 20872.11 Day 8 961.03 <30 Days S-7 4163.60 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 43964.51 Day 9 5485.29 30-90 Days A-0-Q 2268.95 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 74082.35 Day 9 10727.54 <30 Days A-1-Q 2889.14 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 19526.40 Day 9 525.21 91-180 Days A-2-Q 2692.58 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 28686.40 Day 9 663.25 91-180 Days A-3-Q 2448.70 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 21139.23 Day 9 2617.70 <30 Days A-4-Q 1336.17 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 48090.12 Day 9 5344.57 91-180 Days A-5-Q 5833.76 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 12755.89 Day 9 817.69 <30 Days CB-1-Q 1026.64 No Risk Management