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 21832.63 >2 Yr <= 3 Yr 2921.85 91-180 Days G-2-Q 2899.90 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 97784.28 >2 Yr <= 3 Yr 12559.76 Open G-3-Q 9869.03 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 15892.52 >2 Yr <= 3 Yr 1671.93 30-90 Days S-5-Q 432.01 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 55139.75 >2 Yr <= 3 Yr 2726.59 30-90 Days S-6-Q 7371.41 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 102727.22 >2 Yr <= 3 Yr 6002.92 <30 Days S-7-Q 3026.55 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 106543.77 >2 Yr <= 3 Yr 12149.41 30-90 Days E-1-Q 6376.08 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 12338.45 >2 Yr <= 3 Yr 981.54 30-90 Days E-2-Q 2314.38 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 363.87 >2 Yr <= 3 Yr 52.25 91-180 Days IG-1-Q 37.22 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 6949.51 >2 Yr <= 3 Yr 231.52 91-180 Days IG-2-Q 618.23 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 103993.22 >2 Yr <= 3 Yr 5621.83 Open C-1 18949.33 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 83504.98 >2 Yr <= 3 Yr 10512.21 30-90 Days CB-4 2438.58 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 71653.04 >2 Yr <= 3 Yr 2782.55 Open E-10 3674.87 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 64917.37 >2 Yr <= 3 Yr 5263.62 Open E-3 5164.10 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 61491.58 >2 Yr <= 3 Yr 1635.56 30-90 Days E-4 8770.75 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 45210.11 >2 Yr <= 3 Yr 4716.69 <30 Days E-5 2036.48 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 91928.11 >2 Yr <= 3 Yr 13004.44 30-90 Days E-6 9315.20 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 30605.58 >2 Yr <= 3 Yr 1041.20 <30 Days E-7 3480.24 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 68374.76 >2 Yr <= 3 Yr 8780.21 Open E-8 8247.26 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 34166.50 >2 Yr <= 3 Yr 2694.86 <30 Days E-9 2513.49 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 62768.53 >2 Yr <= 3 Yr 7162.85 30-90 Days G-4 4184.96 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 86265.57 >2 Yr <= 3 Yr 11148.44 30-90 Days IG-3 14828.89 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 64384.98 >2 Yr <= 3 Yr 5461.36 91-180 Days IG-4 5889.76 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 8079.02 >2 Yr <= 3 Yr 282.28 91-180 Days IG-5 1475.81 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 15502.34 >2 Yr <= 3 Yr 1308.51 91-180 Days IG-6 691.47 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 1150.23 >2 Yr <= 3 Yr 161.12 <30 Days IG-7 109.82 Yes Liberty Wealth Management LLC Finance