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 5112.77 >= 1 Yr <= 2 Yr 279.97 30-90 Days N-1 791.02 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 36002.93 >= 1 Yr <= 2 Yr 2672.67 91-180 Days N-2 6070.58 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 33678.41 >= 1 Yr <= 2 Yr 4094.58 91-180 Days N-3 3999.41 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 32667.33 >= 1 Yr <= 2 Yr 3671.67 <30 Days N-4 203.84 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 51542.27 >= 1 Yr <= 2 Yr 509.80 91-180 Days N-5 2486.30 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 76660.04 >= 1 Yr <= 2 Yr 10142.68 91-180 Days N-6 8929.31 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 42058.57 >= 1 Yr <= 2 Yr 717.86 Open N-7 4988.17 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 62159.86 >= 1 Yr <= 2 Yr 8040.87 91-180 Days P-1 5403.85 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 37256.26 >= 1 Yr <= 2 Yr 4575.88 Open P-2 2549.61 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 57975.85 >= 1 Yr <= 2 Yr 1310.54 Open S-8 4564.91 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 81102.53 >= 1 Yr <= 2 Yr 6672.00 30-90 Days Y-1 2484.56 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 95684.37 >= 1 Yr <= 2 Yr 3324.31 30-90 Days Y-2 17586.29 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 47273.65 >= 1 Yr <= 2 Yr 2557.62 30-90 Days Y-3 9302.75 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 41613.91 >= 1 Yr <= 2 Yr 4670.23 Open Y-4 1218.82 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 63310.35 >= 1 Yr <= 2 Yr 6771.05 91-180 Days Z-1 743.31 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 80198.42 >= 1 Yr <= 2 Yr 10344.52 30-90 Days A-2 7492.41 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 98392.22 >= 1 Yr <= 2 Yr 246.43 <30 Days A-3 713.81 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 20047.08 >= 1 Yr <= 2 Yr 1124.41 91-180 Days A-4 3021.18 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 50665.08 >= 1 Yr <= 2 Yr 5332.97 Open A-5 9139.02 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 53488.43 >= 1 Yr <= 2 Yr 583.58 91-180 Days CB-1 35.40 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 70128.52 >= 1 Yr <= 2 Yr 6434.72 <30 Days CB-2 3936.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 36807.16 >= 1 Yr <= 2 Yr 686.21 30-90 Days CB-3 1315.48 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 98608.13 >= 1 Yr <= 2 Yr 12813.43 30-90 Days E-1 2292.21 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 49514.35 >= 1 Yr <= 2 Yr 470.36 30-90 Days E-2 3182.55 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 6692.55 >= 1 Yr <= 2 Yr 537.90 Open G-1 335.38 Yes Liberty Wealth Management LLC Finance