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 19691.64 75 - 82 Days 736.71 30-90 Days E-2 3137.60 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 79196.17 75 - 82 Days 4147.35 <30 Days G-1 11842.22 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 74286.60 75 - 82 Days 6786.50 Open G-2 13598.11 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 55278.36 75 - 82 Days 6969.56 <30 Days G-3 3699.00 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 86245.04 75 - 82 Days 10456.84 30-90 Days IG-1 11619.18 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 92880.09 75 - 82 Days 11011.65 91-180 Days IG-2 2467.68 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 65868.06 75 - 82 Days 4153.93 Open S-1 10189.44 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 12766.91 75 - 82 Days 663.68 30-90 Days S-2 2058.35 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 3572.60 75 - 82 Days 98.52 30-90 Days S-3 623.82 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 11839.35 75 - 82 Days 1168.26 91-180 Days S-4 2271.58 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 67516.86 75 - 82 Days 6748.84 30-90 Days S-5 6409.15 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 34522.72 75 - 82 Days 643.75 30-90 Days S-6 5785.83 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 32455.64 75 - 82 Days 2147.33 30-90 Days S-7 5510.36 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 12838.59 83 - 90 Days 225.85 <30 Days A-0-Q 655.35 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 79456.35 83 - 90 Days 1112.02 <30 Days A-1-Q 8588.83 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 87005.55 83 - 90 Days 10899.88 91-180 Days A-2-Q 820.23 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 59599.88 83 - 90 Days 5528.89 91-180 Days A-3-Q 10956.51 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 45100.74 83 - 90 Days 3815.99 91-180 Days A-4-Q 5739.08 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 48923.39 83 - 90 Days 5840.77 30-90 Days A-5-Q 2226.36 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 81499.03 83 - 90 Days 6717.57 Open CB-1-Q 14970.74 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 110871.78 83 - 90 Days 13791.40 <30 Days CB-2-Q 8966.79 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 6981.29 83 - 90 Days 825.83 30-90 Days S-1-Q 674.39 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 18410.83 83 - 90 Days 1327.57 <30 Days S-2-Q 1331.18 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 33956.50 83 - 90 Days 1730.16 Open S-3-Q 4453.59 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 24303.26 83 - 90 Days 2599.32 91-180 Days S-4-Q 711.69 No Finance