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 21082.30 >3 Yr <= 4 Yr 2098.80 <30 Days E-1 3015.64 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 37956.59 >3 Yr <= 4 Yr 3911.01 <30 Days E-2 3428.22 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 101505.35 >3 Yr <= 4 Yr 10138.29 91-180 Days G-1 10283.80 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 14031.86 >3 Yr <= 4 Yr 1819.43 91-180 Days G-2 613.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 41425.34 >3 Yr <= 4 Yr 237.46 Open G-3 1376.73 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 42540.73 >3 Yr <= 4 Yr 5468.16 30-90 Days IG-1 6014.91 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 95168.59 >3 Yr <= 4 Yr 12207.42 Open IG-2 11039.66 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 82922.93 >3 Yr <= 4 Yr 7053.38 91-180 Days S-1 5829.97 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 41414.56 >3 Yr <= 4 Yr 1706.01 <30 Days S-2 3053.83 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 2417.48 >3 Yr <= 4 Yr 359.95 91-180 Days S-3 398.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 39402.95 >3 Yr <= 4 Yr 473.36 Open S-4 4593.85 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 83621.38 >3 Yr <= 4 Yr 10163.69 Open S-5 3813.09 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 59860.32 >3 Yr <= 4 Yr 2993.79 <30 Days S-6 5092.73 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 27008.39 >3 Yr <= 4 Yr 3542.14 Open S-7 217.31 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 47372.74 >4 Yr <= 5 Yr 5025.14 30-90 Days A-0-Q 117.07 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 107880.91 >4 Yr <= 5 Yr 635.52 Open A-1-Q 7338.88 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 99214.16 >4 Yr <= 5 Yr 5846.49 <30 Days A-2-Q 9278.61 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 80348.90 >4 Yr <= 5 Yr 5035.53 91-180 Days A-3-Q 5238.50 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 85013.90 >4 Yr <= 5 Yr 4531.95 <30 Days A-4-Q 12735.54 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 109864.07 >4 Yr <= 5 Yr 2184.32 91-180 Days A-5-Q 11983.10 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 109382.66 >4 Yr <= 5 Yr 13554.47 <30 Days CB-1-Q 4976.61 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 96493.65 >4 Yr <= 5 Yr 8707.86 <30 Days CB-2-Q 10610.59 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 41584.44 >4 Yr <= 5 Yr 5198.28 30-90 Days S-1-Q 3473.92 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 57689.73 >4 Yr <= 5 Yr 7192.75 <30 Days S-2-Q 9560.22 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 65150.78 >4 Yr <= 5 Yr 983.89 <30 Days S-3-Q 8441.53 Yes Liberty Mortgage Services Corp. Treasury