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 10119.70 180 - 270 Days 657.88 30-90 Days E-8 1927.62 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 62496.41 180 - 270 Days 2044.21 30-90 Days E-9 5110.41 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 103515.53 180 - 270 Days 15145.44 91-180 Days G-4 17263.72 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 74631.56 180 - 270 Days 4545.62 30-90 Days IG-3 1358.43 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 100079.83 180 - 270 Days 3595.06 <30 Days IG-4 19320.75 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 5718.65 180 - 270 Days 648.84 91-180 Days IG-5 809.69 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 87948.13 180 - 270 Days 9646.44 30-90 Days IG-6 4100.05 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 13438.13 180 - 270 Days 1787.78 <30 Days IG-7 1526.56 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 29329.16 180 - 270 Days 2207.40 91-180 Days IG-8 5091.83 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 64296.40 180 - 270 Days 7043.28 <30 Days L-1 11844.77 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 90488.93 180 - 270 Days 8923.11 Open L-10 154.41 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 7445.10 180 - 270 Days 41.69 <30 Days L-11 362.77 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 17947.74 180 - 270 Days 920.81 <30 Days L-2 2088.03 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 56556.12 180 - 270 Days 4409.00 Open L-3 9842.32 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 1552.31 180 - 270 Days 6.56 Open L-4 117.94 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 22544.28 180 - 270 Days 939.77 91-180 Days L-5 1912.35 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 60207.77 180 - 270 Days 8067.53 30-90 Days L-6 2959.98 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 108171.40 180 - 270 Days 4972.66 30-90 Days L-7 5481.33 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 66658.71 180 - 270 Days 1145.95 30-90 Days L-8 6752.84 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 80851.12 180 - 270 Days 3433.74 91-180 Days L-9 12343.58 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 93196.10 180 - 270 Days 7721.04 Open LC-1 4290.30 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 72971.02 180 - 270 Days 7125.82 Open LC-2 2734.59 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 108124.01 180 - 270 Days 4045.66 <30 Days N-1 10782.43 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 49163.18 180 - 270 Days 3544.16 91-180 Days N-2 2072.86 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 110123.27 180 - 270 Days 9962.78 <30 Days N-3 6357.72 No Risk Management