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 13949.95 Day 54 1416.07 <30 Days A-2-Q 2380.65 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 20539.49 Day 54 592.91 91-180 Days A-3-Q 2696.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 101945.08 Day 54 8548.54 30-90 Days A-4-Q 16386.50 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 79339.34 Day 54 10377.57 30-90 Days A-5-Q 13730.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 72396.01 Day 54 2508.52 30-90 Days CB-1-Q 7619.66 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 73085.20 Day 54 9672.18 91-180 Days CB-2-Q 8744.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 98926.26 Day 54 3376.14 30-90 Days S-1-Q 9153.21 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 109047.02 Day 54 5011.15 30-90 Days S-2-Q 5535.60 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 50510.24 Day 54 321.61 91-180 Days S-3-Q 2092.95 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 105046.23 Day 54 11561.67 <30 Days S-4-Q 12327.74 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 52382.78 Day 54 1974.59 Open CB-3-Q 5286.63 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 82088.23 Day 54 4035.32 30-90 Days G-1-Q 5323.76 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 46524.94 Day 54 2944.70 <30 Days G-2-Q 7754.83 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 101468.10 Day 54 4398.31 91-180 Days G-3-Q 15080.39 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 25917.62 Day 54 449.25 30-90 Days S-5-Q 2787.70 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 6982.52 Day 54 93.73 <30 Days S-6-Q 154.62 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 66838.23 Day 54 3737.68 <30 Days S-7-Q 10255.04 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 82067.52 Day 54 1562.19 <30 Days E-1-Q 5567.47 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 40466.22 Day 54 1675.76 91-180 Days E-2-Q 1095.71 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 56909.84 Day 54 8408.39 91-180 Days IG-1-Q 5331.51 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 100690.94 Day 54 7235.65 30-90 Days IG-2-Q 6392.32 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 8792.07 Day 54 1009.73 <30 Days C-1 1735.18 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 85460.18 Day 54 12301.18 30-90 Days CB-4 1829.68 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 96741.37 Day 54 4225.68 30-90 Days E-10 14204.57 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 71941.02 Day 54 1882.39 91-180 Days E-3 13560.82 Yes Liberty Capital Markets Inc. Operations