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 85413.33 Day 36 3309.02 <30 Days A-4-Q 6714.65 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 64877.82 Day 36 6386.26 91-180 Days A-5-Q 12538.70 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 102752.74 Day 36 2277.97 91-180 Days CB-1-Q 7640.11 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 62083.04 Day 36 1344.91 91-180 Days CB-2-Q 10456.28 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 92981.24 Day 36 11706.14 <30 Days S-1-Q 18163.45 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 59421.18 Day 36 8712.19 Open S-2-Q 2095.32 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 41443.51 Day 36 5844.01 91-180 Days S-3-Q 3111.66 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 94596.44 Day 36 3672.88 <30 Days S-4-Q 15004.64 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 45118.74 Day 36 4233.07 <30 Days CB-3-Q 1949.58 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 53774.74 Day 36 753.82 30-90 Days G-1-Q 5711.37 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 27189.91 Day 36 2805.72 30-90 Days G-2-Q 563.23 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 111622.35 Day 36 15945.95 30-90 Days G-3-Q 4276.12 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 75360.51 Day 36 8341.52 91-180 Days S-5-Q 755.56 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 104997.25 Day 36 9124.65 Open S-6-Q 10267.15 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 16778.17 Day 36 1902.50 Open S-7-Q 2982.12 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 9772.31 Day 36 474.43 <30 Days E-1-Q 146.23 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 20308.42 Day 36 617.24 Open E-2-Q 2701.23 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 71438.23 Day 36 799.41 Open IG-1-Q 11069.85 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 109920.93 Day 36 4019.53 91-180 Days IG-2-Q 9005.27 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 44273.16 Day 36 2451.48 91-180 Days C-1 8756.06 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 26584.44 Day 36 1972.29 91-180 Days CB-4 1964.25 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 18180.75 Day 36 1805.21 <30 Days E-10 467.00 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 17536.65 Day 36 1259.34 91-180 Days E-3 285.17 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 47033.74 Day 36 3024.42 30-90 Days E-4 8679.64 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 42193.31 Day 36 5144.83 91-180 Days E-5 4315.66 Yes Liberty Capital Markets Inc. Operations