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 4452.12 91 - 120 Days 223.62 <30 Days C-1 150.66 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 110878.28 91 - 120 Days 5819.17 Open CB-4 721.87 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 28191.58 91 - 120 Days 388.39 <30 Days E-10 4020.69 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 27719.14 91 - 120 Days 867.37 <30 Days E-3 809.24 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 46454.81 91 - 120 Days 124.90 91-180 Days E-4 670.34 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 41329.87 91 - 120 Days 5304.85 30-90 Days E-5 1643.11 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 45122.69 91 - 120 Days 2546.47 Open E-6 6923.93 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 106432.91 91 - 120 Days 7347.86 91-180 Days E-7 12121.29 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 46850.46 91 - 120 Days 2824.70 <30 Days E-8 4053.42 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 42044.82 91 - 120 Days 723.49 <30 Days E-9 3981.27 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 74038.90 91 - 120 Days 1512.89 Open G-4 8756.78 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 54645.19 91 - 120 Days 4151.13 <30 Days IG-3 5998.18 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 45833.93 91 - 120 Days 5330.49 30-90 Days IG-4 1224.19 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 97159.61 91 - 120 Days 14477.35 Open IG-5 16973.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 6857.30 91 - 120 Days 271.42 Open IG-6 1162.61 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 108336.67 91 - 120 Days 16190.08 30-90 Days IG-7 11859.23 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 9458.90 91 - 120 Days 1347.53 <30 Days IG-8 1191.37 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 79048.97 91 - 120 Days 2120.45 91-180 Days L-1 7787.10 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 3243.93 91 - 120 Days 33.49 91-180 Days L-10 446.98 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 79873.48 91 - 120 Days 7107.94 <30 Days L-11 3152.70 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 64735.28 91 - 120 Days 7623.74 30-90 Days L-2 4672.84 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 62765.04 91 - 120 Days 7301.25 Open L-3 7234.67 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 39682.70 91 - 120 Days 5568.11 Open L-4 992.05 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 2356.30 91 - 120 Days 347.23 Open L-5 170.59 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 34859.09 91 - 120 Days 855.66 Open L-6 774.59 Yes Liberty Wealth Management LLC Finance