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 41629.58 >3 Yr <= 4 Yr 431.47 Open A-0-Q 1903.26 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 103470.94 >3 Yr <= 4 Yr 11215.02 Open A-1-Q 19798.24 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 34888.71 >3 Yr <= 4 Yr 4357.22 Open A-2-Q 5769.72 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 29757.25 >3 Yr <= 4 Yr 2584.05 91-180 Days A-3-Q 1216.69 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 82937.82 >3 Yr <= 4 Yr 1896.24 91-180 Days A-4-Q 1431.53 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 90924.83 >3 Yr <= 4 Yr 5856.17 Open A-5-Q 11693.87 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 83200.69 >3 Yr <= 4 Yr 4653.17 <30 Days CB-1-Q 894.26 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 66329.51 >3 Yr <= 4 Yr 5263.00 Open CB-2-Q 7072.68 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 10380.99 >3 Yr <= 4 Yr 1126.48 <30 Days S-1-Q 1436.59 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 89131.34 >3 Yr <= 4 Yr 3564.16 91-180 Days S-2-Q 6672.85 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 25732.21 >3 Yr <= 4 Yr 419.19 <30 Days S-3-Q 5066.92 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 89801.40 >3 Yr <= 4 Yr 486.67 <30 Days S-4-Q 4705.02 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 81040.69 >3 Yr <= 4 Yr 9209.13 Open CB-3-Q 2187.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 89711.40 >3 Yr <= 4 Yr 2523.82 <30 Days G-1-Q 14115.70 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 23327.92 >3 Yr <= 4 Yr 2210.60 30-90 Days G-2-Q 2820.22 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 23881.51 >3 Yr <= 4 Yr 2182.83 <30 Days G-3-Q 443.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 42314.06 >3 Yr <= 4 Yr 3611.93 30-90 Days S-5-Q 4327.79 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 35092.91 >3 Yr <= 4 Yr 456.70 <30 Days S-6-Q 4874.55 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 83310.50 >3 Yr <= 4 Yr 8361.06 30-90 Days S-7-Q 14466.48 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 85779.43 >3 Yr <= 4 Yr 9639.62 Open E-1-Q 6694.93 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 87945.12 >3 Yr <= 4 Yr 4312.94 <30 Days E-2-Q 17357.03 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 30425.29 >3 Yr <= 4 Yr 2789.22 Open IG-1-Q 3287.50 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 102670.43 >3 Yr <= 4 Yr 516.48 30-90 Days IG-2-Q 17952.00 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 77526.41 >3 Yr <= 4 Yr 3285.14 <30 Days C-1 13024.26 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 42712.71 >3 Yr <= 4 Yr 5311.13 30-90 Days CB-4 472.50 Yes Liberty Wealth Management LLC Finance