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 94600.49 >= 1 Yr <= 2 Yr 7454.34 Open G-2 4216.23 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 76916.56 >= 1 Yr <= 2 Yr 2586.13 <30 Days G-3 1124.38 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 48633.29 >= 1 Yr <= 2 Yr 2573.14 91-180 Days IG-1 1496.13 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 22127.88 >= 1 Yr <= 2 Yr 1075.35 91-180 Days IG-2 577.97 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 79519.64 >= 1 Yr <= 2 Yr 2356.61 91-180 Days S-1 13932.18 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 100238.31 >= 1 Yr <= 2 Yr 14809.99 30-90 Days S-2 7457.26 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 17746.15 >= 1 Yr <= 2 Yr 290.66 <30 Days S-3 1764.04 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 81820.91 >= 1 Yr <= 2 Yr 208.55 <30 Days S-4 13991.73 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 20185.17 >= 1 Yr <= 2 Yr 2124.28 <30 Days S-5 3633.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 55677.42 >= 1 Yr <= 2 Yr 5534.98 91-180 Days S-6 6411.13 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 63495.16 >= 1 Yr <= 2 Yr 2534.22 Open S-7 10659.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 11632.67 >2 Yr <= 3 Yr 106.87 30-90 Days A-0-Q 877.59 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 107708.31 >2 Yr <= 3 Yr 13901.53 Open A-1-Q 10262.49 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 82649.27 >2 Yr <= 3 Yr 1364.58 91-180 Days A-2-Q 3717.24 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 2778.46 >2 Yr <= 3 Yr 108.21 <30 Days A-3-Q 38.79 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 32199.24 >2 Yr <= 3 Yr 2393.70 <30 Days A-4-Q 6223.16 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 81458.93 >2 Yr <= 3 Yr 3533.80 91-180 Days A-5-Q 15917.29 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 19712.16 >2 Yr <= 3 Yr 2397.04 <30 Days CB-1-Q 2035.10 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 6202.46 >2 Yr <= 3 Yr 594.82 91-180 Days CB-2-Q 1187.35 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 3273.89 >2 Yr <= 3 Yr 355.20 91-180 Days S-1-Q 124.22 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 90286.47 >2 Yr <= 3 Yr 3331.99 91-180 Days S-2-Q 801.13 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 4867.11 >2 Yr <= 3 Yr 729.34 30-90 Days S-3-Q 382.72 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 23578.32 >2 Yr <= 3 Yr 3385.31 30-90 Days S-4-Q 4100.63 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 84976.76 >2 Yr <= 3 Yr 8632.86 30-90 Days CB-3-Q 15383.26 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 75956.94 >2 Yr <= 3 Yr 3156.11 <30 Days G-1-Q 12923.11 Yes Liberty International Finance Ltd. Treasury