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 84342.86 >3 Yr <= 4 Yr 9722.23 <30 Days L-9 15300.42 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 96725.65 >3 Yr <= 4 Yr 13831.60 Open LC-1 10924.47 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 85830.08 >3 Yr <= 4 Yr 10244.09 <30 Days LC-2 12356.82 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 43530.13 >3 Yr <= 4 Yr 6371.67 91-180 Days N-1 7294.80 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 43416.13 >3 Yr <= 4 Yr 5612.57 30-90 Days N-2 2475.29 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 30853.39 >3 Yr <= 4 Yr 895.35 30-90 Days N-3 5227.58 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 2950.44 >3 Yr <= 4 Yr 380.62 30-90 Days N-4 48.27 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 96766.05 >3 Yr <= 4 Yr 10624.49 <30 Days N-5 3840.06 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 90635.96 >3 Yr <= 4 Yr 9411.19 91-180 Days N-6 11694.61 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 27858.61 >3 Yr <= 4 Yr 993.59 <30 Days N-7 632.53 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 111300.25 >3 Yr <= 4 Yr 13399.21 <30 Days P-1 19481.96 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 65075.74 >3 Yr <= 4 Yr 5468.58 91-180 Days P-2 6603.32 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 109437.28 >3 Yr <= 4 Yr 11021.36 <30 Days S-8 1187.11 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 32926.27 >3 Yr <= 4 Yr 4913.88 <30 Days Y-1 5731.46 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 73491.29 >3 Yr <= 4 Yr 7148.96 Open Y-2 13812.14 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 24232.85 >3 Yr <= 4 Yr 3106.94 30-90 Days Y-3 1728.21 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 72225.92 >3 Yr <= 4 Yr 1871.57 30-90 Days Y-4 11921.32 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 60700.31 >3 Yr <= 4 Yr 282.95 Open Z-1 10131.44 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 24528.96 >3 Yr <= 4 Yr 3304.30 Open A-2 1972.98 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 97542.03 >3 Yr <= 4 Yr 9633.98 Open A-3 3374.16 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 109010.44 >3 Yr <= 4 Yr 2916.34 91-180 Days A-4 20258.87 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 32464.55 >3 Yr <= 4 Yr 316.04 91-180 Days A-5 5928.18 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 53670.72 >3 Yr <= 4 Yr 1222.29 Open CB-1 10178.87 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 97367.12 >3 Yr <= 4 Yr 9407.73 30-90 Days CB-2 14105.66 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 65924.79 >3 Yr <= 4 Yr 2655.87 91-180 Days CB-3 5587.34 No Treasury