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 82161.47 Day 29 5149.01 Open A-2-Q 2314.44 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 83341.52 Day 29 11452.49 91-180 Days A-3-Q 13248.53 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 110447.14 Day 29 5286.09 <30 Days A-4-Q 19075.31 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 52489.53 Day 29 3171.45 30-90 Days A-5-Q 579.61 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 51423.81 Day 29 739.46 Open CB-1-Q 2373.88 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 21258.43 Day 29 1836.15 <30 Days CB-2-Q 946.78 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 5231.91 Day 29 563.08 91-180 Days S-1-Q 398.25 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 19654.64 Day 29 289.41 <30 Days S-2-Q 1639.05 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 104221.80 Day 29 8542.06 30-90 Days S-3-Q 19362.07 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 1975.29 Day 29 188.02 30-90 Days S-4-Q 160.54 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 29283.97 Day 29 2897.47 Open CB-3-Q 5109.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 110604.04 Day 29 7910.86 30-90 Days G-1-Q 16931.23 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 10327.63 Day 29 266.77 Open G-2-Q 1895.40 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 71248.97 Day 29 4573.37 Open G-3-Q 5570.27 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 54111.57 Day 29 3019.60 <30 Days S-5-Q 9541.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 91681.59 Day 29 11952.46 <30 Days S-6-Q 2430.32 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 19925.60 Day 29 1297.85 30-90 Days S-7-Q 302.61 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 70597.27 Day 29 10460.00 91-180 Days E-1-Q 1738.51 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 97208.62 Day 29 899.62 91-180 Days E-2-Q 14372.73 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 14010.66 Day 29 2037.26 30-90 Days IG-1-Q 2783.62 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 90582.02 Day 29 4186.19 30-90 Days IG-2-Q 16168.05 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 78396.65 Day 29 3301.72 Open C-1 9878.90 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 19473.75 Day 29 2698.72 91-180 Days CB-4 1597.41 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 53166.44 Day 29 4847.73 Open E-10 4021.93 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 37828.36 Day 29 2033.05 91-180 Days E-3 5549.42 Yes Liberty Capital Markets Inc. Risk Management