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 81542.12 180 - 270 Days 5547.92 <30 Days CB-1-Q 4757.07 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 106254.52 180 - 270 Days 6130.22 <30 Days CB-2-Q 3317.68 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 8901.93 180 - 270 Days 88.97 Open S-1-Q 1671.78 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 23949.14 180 - 270 Days 3561.60 Open S-2-Q 3165.27 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 54365.92 180 - 270 Days 6216.80 30-90 Days S-3-Q 1717.04 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 70457.53 180 - 270 Days 623.58 30-90 Days S-4-Q 5674.09 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 74915.59 180 - 270 Days 9636.92 30-90 Days CB-3-Q 2916.72 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 14638.04 180 - 270 Days 166.15 91-180 Days G-1-Q 1521.69 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 7211.65 180 - 270 Days 622.99 Open G-2-Q 686.29 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 101064.69 180 - 270 Days 584.14 91-180 Days G-3-Q 10708.35 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 57999.50 180 - 270 Days 5164.31 91-180 Days S-5-Q 10793.43 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 11100.70 180 - 270 Days 1538.54 30-90 Days S-6-Q 165.46 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 49142.45 180 - 270 Days 2193.47 30-90 Days S-7-Q 9137.82 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 9332.13 180 - 270 Days 626.54 Open E-1-Q 1738.56 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 48795.47 180 - 270 Days 4320.44 30-90 Days E-2-Q 560.41 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 21725.72 180 - 270 Days 1333.20 30-90 Days IG-1-Q 190.04 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 112366.31 180 - 270 Days 14109.76 91-180 Days IG-2-Q 12476.07 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 74067.75 180 - 270 Days 2466.91 91-180 Days C-1 4491.72 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 61419.71 180 - 270 Days 625.63 30-90 Days CB-4 1970.79 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 52339.12 180 - 270 Days 7612.21 <30 Days E-10 7586.04 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 65167.05 180 - 270 Days 2511.20 91-180 Days E-3 2332.68 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 71033.25 180 - 270 Days 2625.05 <30 Days E-4 4680.31 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 29306.41 180 - 270 Days 2787.27 91-180 Days E-5 5839.57 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 78221.76 180 - 270 Days 7974.37 Open E-6 8325.19 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 53492.77 180 - 270 Days 1192.10 <30 Days E-7 2855.15 No Legal