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 106927.16 91 - 120 Days 13622.43 91-180 Days CB-2 7727.53 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 11407.29 91 - 120 Days 424.12 91-180 Days CB-3 619.02 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 106744.14 91 - 120 Days 6091.16 Open E-1 944.25 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 87311.02 91 - 120 Days 5216.03 91-180 Days E-2 10728.33 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 72211.22 91 - 120 Days 255.19 91-180 Days G-1 1696.33 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 37051.41 91 - 120 Days 5096.60 91-180 Days G-2 4403.52 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 67065.13 91 - 120 Days 624.89 <30 Days G-3 2867.79 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 112293.72 91 - 120 Days 12795.89 <30 Days IG-1 14126.68 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 100607.58 91 - 120 Days 14986.38 91-180 Days IG-2 5454.25 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 65276.04 91 - 120 Days 4030.32 91-180 Days S-1 12335.74 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 87927.12 91 - 120 Days 5047.29 <30 Days S-2 12094.00 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 89969.02 91 - 120 Days 1286.68 91-180 Days S-3 12139.42 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 64968.50 91 - 120 Days 7588.78 91-180 Days S-4 5721.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 99437.34 91 - 120 Days 5919.92 30-90 Days S-5 18938.41 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 70755.66 91 - 120 Days 5570.85 <30 Days S-6 9242.73 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 83660.95 91 - 120 Days 4530.46 30-90 Days S-7 11969.76 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 33362.80 121 - 150 Days 4425.36 Open A-0-Q 4333.06 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 64935.26 121 - 150 Days 4888.73 30-90 Days A-1-Q 9502.08 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 9971.16 121 - 150 Days 1404.71 91-180 Days A-2-Q 1824.87 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 65027.61 121 - 150 Days 6444.29 Open A-3-Q 7924.00 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 15111.77 121 - 150 Days 692.90 <30 Days A-4-Q 2500.65 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 85603.88 121 - 150 Days 2621.71 Open A-5-Q 14574.68 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 48114.63 121 - 150 Days 2283.00 <30 Days CB-1-Q 8973.12 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 82818.85 121 - 150 Days 8667.00 30-90 Days CB-2-Q 16377.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 52396.50 121 - 150 Days 3442.24 Open S-1-Q 6163.05 Yes Liberty Mortgage Services Corp. Treasury