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 31034.55 121 - 150 Days 3886.13 Open N-7 5284.16 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 74564.33 121 - 150 Days 7453.12 Open P-1 7959.51 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 82488.77 121 - 150 Days 4162.46 30-90 Days P-2 7083.61 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 40626.91 121 - 150 Days 24.52 91-180 Days S-8 6661.52 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 70921.04 121 - 150 Days 4748.37 Open Y-1 6551.49 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 103398.92 121 - 150 Days 10663.19 30-90 Days Y-2 6423.24 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 70180.08 121 - 150 Days 8003.43 91-180 Days Y-3 12674.56 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 92867.71 121 - 150 Days 6528.14 30-90 Days Y-4 2548.80 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 25362.73 121 - 150 Days 597.25 91-180 Days Z-1 2972.74 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 105812.35 121 - 150 Days 11075.07 30-90 Days A-2 20263.90 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 29559.92 121 - 150 Days 1385.34 91-180 Days A-3 2617.14 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 34864.34 121 - 150 Days 4110.30 30-90 Days A-4 4858.38 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 42792.13 121 - 150 Days 1408.49 Open A-5 3375.85 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 90937.42 121 - 150 Days 5447.79 30-90 Days CB-1 14478.94 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 45373.24 121 - 150 Days 1919.29 Open CB-2 39.83 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 108302.91 121 - 150 Days 8022.65 30-90 Days CB-3 4515.06 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 8367.48 121 - 150 Days 106.82 91-180 Days E-1 912.09 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 107184.91 121 - 150 Days 11675.58 30-90 Days E-2 2744.36 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 428.15 121 - 150 Days 3.48 30-90 Days G-1 55.79 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 25138.10 121 - 150 Days 1017.81 <30 Days G-2 4149.61 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 63411.64 121 - 150 Days 7785.56 91-180 Days G-3 1541.28 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 80491.13 121 - 150 Days 9604.34 91-180 Days IG-1 7124.17 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 106102.44 121 - 150 Days 12404.51 Open IG-2 11641.95 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 4594.27 121 - 150 Days 206.00 <30 Days S-1 85.71 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 74282.76 121 - 150 Days 9246.35 Open S-2 10863.17 Yes Liberty Mortgage Services Corp. Operations