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 84398.87 61 - 67 Days 4785.38 <30 Days A-4-Q 3360.05 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 42147.64 61 - 67 Days 4932.10 91-180 Days A-5-Q 4847.25 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 43207.79 61 - 67 Days 1456.33 91-180 Days CB-1-Q 2585.27 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 35492.96 61 - 67 Days 1275.39 <30 Days CB-2-Q 3376.11 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 50145.92 61 - 67 Days 5686.84 30-90 Days S-1-Q 3278.68 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 36266.82 61 - 67 Days 3238.02 30-90 Days S-2-Q 1843.52 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 87779.92 61 - 67 Days 5241.95 Open S-3-Q 4562.74 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 101515.23 61 - 67 Days 14047.20 <30 Days S-4-Q 8277.23 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 22251.27 61 - 67 Days 2438.25 Open CB-3-Q 3239.33 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 23844.15 61 - 67 Days 1156.31 30-90 Days G-1-Q 3541.38 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 26162.01 61 - 67 Days 763.60 <30 Days G-2-Q 2355.04 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 48418.59 61 - 67 Days 5601.52 30-90 Days G-3-Q 3845.08 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 52715.87 61 - 67 Days 4979.98 Open S-5-Q 5868.14 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 83600.25 61 - 67 Days 8265.47 <30 Days S-6-Q 6586.26 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 102540.76 61 - 67 Days 11015.54 30-90 Days S-7-Q 19181.07 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 78449.09 61 - 67 Days 5701.51 Open E-1-Q 6149.93 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 99227.92 61 - 67 Days 12109.76 <30 Days E-2-Q 9765.13 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 112628.20 61 - 67 Days 14685.30 91-180 Days IG-1-Q 4201.36 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 75867.60 61 - 67 Days 11160.00 30-90 Days IG-2-Q 12608.49 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 65816.08 61 - 67 Days 6229.22 Open C-1 2415.11 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 74976.75 61 - 67 Days 4849.67 Open CB-4 10449.97 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 76962.09 61 - 67 Days 9171.29 30-90 Days E-10 5326.02 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 106769.20 61 - 67 Days 5348.61 <30 Days E-3 8119.82 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 110120.08 61 - 67 Days 11741.77 91-180 Days E-4 5231.95 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 94240.73 61 - 67 Days 6128.60 91-180 Days E-5 7098.72 No Risk Management