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 39008.13 Day 39 5590.43 30-90 Days S-6 2898.29 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 44674.40 Day 39 4770.10 <30 Days S-7 1414.20 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 61598.22 Day 40 6397.56 <30 Days A-0-Q 6266.99 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 87995.55 Day 40 1882.28 <30 Days A-1-Q 12023.77 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 14001.36 Day 40 465.16 30-90 Days A-2-Q 673.91 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 71553.63 Day 40 1065.68 91-180 Days A-3-Q 283.76 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 62395.17 Day 40 3318.01 91-180 Days A-4-Q 7239.82 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 110244.51 Day 40 467.00 <30 Days A-5-Q 4273.84 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 46823.44 Day 40 3014.15 30-90 Days CB-1-Q 5700.66 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 72698.57 Day 40 9132.59 <30 Days CB-2-Q 173.89 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 57054.64 Day 40 1195.14 91-180 Days S-1-Q 7231.09 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 27961.02 Day 40 1934.49 91-180 Days S-2-Q 3988.27 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 87036.23 Day 40 2396.55 Open S-3-Q 14114.66 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 11269.95 Day 40 733.20 91-180 Days S-4-Q 1892.55 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 12739.85 Day 40 426.51 <30 Days CB-3-Q 2176.71 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 43815.35 Day 40 4211.79 91-180 Days G-1-Q 3151.32 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 22077.99 Day 40 371.51 91-180 Days G-2-Q 2816.87 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 80142.06 Day 40 6522.79 91-180 Days G-3-Q 13153.10 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 60652.82 Day 40 4989.23 Open S-5-Q 9117.89 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 96830.00 Day 40 4372.71 91-180 Days S-6-Q 5486.68 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 62379.08 Day 40 4261.75 <30 Days S-7-Q 5749.68 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 16763.86 Day 40 1353.02 91-180 Days E-1-Q 2899.69 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 7359.15 Day 40 779.47 <30 Days E-2-Q 2.05 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 30186.30 Day 40 3507.15 Open IG-1-Q 545.37 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 76259.27 Day 40 3485.20 91-180 Days IG-2-Q 13157.91 Yes Liberty International Finance Ltd. Legal