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 61286.70 83 - 90 Days 3443.45 91-180 Days IG-6 11341.80 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 72507.00 83 - 90 Days 2078.90 Open IG-7 3864.80 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 2892.47 83 - 90 Days 126.42 <30 Days IG-8 412.04 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 101973.51 83 - 90 Days 11444.29 <30 Days L-1 20043.98 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 54966.75 83 - 90 Days 7309.42 <30 Days L-10 1434.48 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 27062.32 83 - 90 Days 3885.32 30-90 Days L-11 4357.43 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 50944.42 83 - 90 Days 3802.30 30-90 Days L-2 4513.08 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 37531.16 83 - 90 Days 2497.59 91-180 Days L-3 2212.99 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 57009.27 83 - 90 Days 8233.36 30-90 Days L-4 5683.03 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 38343.14 83 - 90 Days 3994.70 91-180 Days L-5 5795.01 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 78609.52 83 - 90 Days 8131.01 30-90 Days L-6 11022.76 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 82654.23 83 - 90 Days 5368.50 91-180 Days L-7 6294.55 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 5902.35 83 - 90 Days 610.16 <30 Days L-8 155.89 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 33230.81 83 - 90 Days 2717.30 91-180 Days L-9 3753.67 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 82844.00 83 - 90 Days 7104.48 <30 Days LC-1 4190.88 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 64671.53 83 - 90 Days 3515.78 91-180 Days LC-2 12905.46 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 24048.65 83 - 90 Days 3362.88 <30 Days N-1 481.87 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 54631.70 83 - 90 Days 2552.04 <30 Days N-2 10373.12 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 84305.57 83 - 90 Days 1825.92 Open N-3 10475.57 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 50811.97 83 - 90 Days 7275.86 30-90 Days N-4 2237.27 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 3035.61 83 - 90 Days 399.21 <30 Days N-5 464.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 64108.28 83 - 90 Days 1163.60 Open N-6 4379.97 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 8631.73 83 - 90 Days 852.08 <30 Days N-7 1355.94 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 15063.42 83 - 90 Days 1531.91 91-180 Days P-1 2433.21 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 74354.79 83 - 90 Days 7897.56 <30 Days P-2 9886.72 Yes Liberty Mortgage Services Corp. Finance