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 113167.98 68 - 74 Days 13891.00 Open G-3-Q 21215.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 91629.68 68 - 74 Days 3684.67 <30 Days S-5-Q 1985.44 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 12394.47 68 - 74 Days 1351.44 Open S-6-Q 1726.91 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 66571.83 68 - 74 Days 9146.60 91-180 Days S-7-Q 8481.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 82002.94 68 - 74 Days 12117.05 <30 Days E-1-Q 8346.55 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 111760.57 68 - 74 Days 137.63 91-180 Days E-2-Q 15475.24 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 62733.66 68 - 74 Days 1365.56 91-180 Days IG-1-Q 6906.44 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 99336.72 68 - 74 Days 6201.10 30-90 Days IG-2-Q 15433.33 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 92133.76 68 - 74 Days 512.92 30-90 Days C-1 3524.78 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 26188.53 68 - 74 Days 1473.44 91-180 Days CB-4 1052.69 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 53328.88 68 - 74 Days 2158.07 Open E-10 8765.92 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 88783.05 68 - 74 Days 12024.57 91-180 Days E-3 7171.01 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 38848.20 68 - 74 Days 3529.12 <30 Days E-4 1954.57 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 92893.62 68 - 74 Days 12036.43 30-90 Days E-5 9569.83 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 81264.64 68 - 74 Days 1751.99 Open E-6 1459.46 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 98527.27 68 - 74 Days 11557.07 <30 Days E-7 1829.90 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 46134.65 68 - 74 Days 5036.96 Open E-8 6155.87 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 35469.74 68 - 74 Days 3223.47 30-90 Days E-9 5896.48 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 49021.14 68 - 74 Days 5827.27 30-90 Days G-4 511.46 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 82278.52 68 - 74 Days 9858.59 30-90 Days IG-3 7013.89 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 7496.35 68 - 74 Days 682.74 <30 Days IG-4 344.72 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 71998.13 68 - 74 Days 6553.70 91-180 Days IG-5 6467.37 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 17775.17 68 - 74 Days 2044.84 30-90 Days IG-6 1425.92 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 18059.91 68 - 74 Days 2592.89 30-90 Days IG-7 186.17 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 107297.33 68 - 74 Days 13060.58 91-180 Days IG-8 21338.27 Yes Liberty Mortgage Services Corp. Operations