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 43186.74 75 - 82 Days 5757.04 91-180 Days A-1-Q 6724.32 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 19266.29 75 - 82 Days 1893.89 91-180 Days A-2-Q 3665.02 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 19471.25 75 - 82 Days 958.31 30-90 Days A-3-Q 1278.93 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 91903.63 75 - 82 Days 10949.56 91-180 Days A-4-Q 1017.42 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 36412.79 75 - 82 Days 3661.81 91-180 Days A-5-Q 4221.27 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 61603.04 75 - 82 Days 4034.80 Open CB-1-Q 2785.68 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 97387.01 75 - 82 Days 8561.74 91-180 Days CB-2-Q 7519.41 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 84355.11 75 - 82 Days 4034.32 Open S-1-Q 5370.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 87040.84 75 - 82 Days 96.42 Open S-2-Q 16685.27 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 101272.29 75 - 82 Days 12319.00 Open S-3-Q 11639.74 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 108593.92 75 - 82 Days 1920.72 <30 Days S-4-Q 10344.95 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 73703.44 75 - 82 Days 8952.42 91-180 Days CB-3-Q 6869.47 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 81478.40 75 - 82 Days 6116.20 30-90 Days G-1-Q 14122.85 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 111778.73 75 - 82 Days 566.16 Open G-2-Q 13944.10 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 25177.40 75 - 82 Days 2848.50 91-180 Days G-3-Q 2534.38 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 105133.13 75 - 82 Days 13510.49 91-180 Days S-5-Q 3577.43 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 88329.64 75 - 82 Days 11586.49 Open S-6-Q 13805.13 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 98497.80 75 - 82 Days 8332.33 Open S-7-Q 3595.86 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 49140.31 75 - 82 Days 5021.17 91-180 Days E-1-Q 2373.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 106271.71 75 - 82 Days 10811.70 <30 Days E-2-Q 8587.24 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 91788.90 75 - 82 Days 9228.25 30-90 Days IG-1-Q 16668.81 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 13064.20 75 - 82 Days 324.14 Open IG-2-Q 781.50 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 33124.14 75 - 82 Days 3246.35 91-180 Days C-1 2878.06 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 22348.15 75 - 82 Days 47.35 30-90 Days CB-4 2153.85 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 38980.94 75 - 82 Days 159.62 Open E-10 2768.18 Yes Liberty Wealth Management LLC Risk Management