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 26762.88 >2 Yr <= 3 Yr 79.19 Open IG-8 135.11 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 13359.55 >2 Yr <= 3 Yr 1502.73 Open L-1 200.14 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 18720.69 >2 Yr <= 3 Yr 253.26 30-90 Days L-10 1983.06 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 73643.39 >2 Yr <= 3 Yr 9569.60 Open L-11 2272.38 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 69650.50 >2 Yr <= 3 Yr 3960.97 Open L-2 12306.46 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 42736.42 >2 Yr <= 3 Yr 1763.59 91-180 Days L-3 2122.94 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 26817.17 >2 Yr <= 3 Yr 2099.35 Open L-4 4673.89 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 111767.95 >2 Yr <= 3 Yr 13090.82 Open L-5 17864.74 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 66608.37 >2 Yr <= 3 Yr 400.46 30-90 Days L-6 1370.36 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 6290.26 >2 Yr <= 3 Yr 633.18 30-90 Days L-7 75.79 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 63911.69 >2 Yr <= 3 Yr 1610.07 91-180 Days L-8 8837.88 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 57567.91 >2 Yr <= 3 Yr 5806.67 <30 Days L-9 8027.63 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 78598.74 >2 Yr <= 3 Yr 358.44 30-90 Days LC-1 8203.17 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 96633.79 >2 Yr <= 3 Yr 11393.03 Open LC-2 15106.21 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 47111.49 >2 Yr <= 3 Yr 2479.05 Open N-1 7548.68 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 88894.54 >2 Yr <= 3 Yr 3332.76 <30 Days N-2 5942.26 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 49225.79 >2 Yr <= 3 Yr 3551.76 Open N-3 7600.50 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 52521.14 >2 Yr <= 3 Yr 2987.61 <30 Days N-4 9671.04 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 102617.98 >2 Yr <= 3 Yr 5013.36 Open N-5 6834.34 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 103169.42 >2 Yr <= 3 Yr 5705.24 <30 Days N-6 4379.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 9250.65 >2 Yr <= 3 Yr 1064.19 Open N-7 1359.87 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 36235.38 >2 Yr <= 3 Yr 384.18 <30 Days P-1 5497.91 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 59503.69 >2 Yr <= 3 Yr 7307.68 91-180 Days P-2 1496.56 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 109252.36 >2 Yr <= 3 Yr 6081.49 <30 Days S-8 16334.36 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 65234.28 >2 Yr <= 3 Yr 8920.87 Open Y-1 6790.69 Yes Liberty International Finance Ltd. Risk Management