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 3570.56 >4 Yr <= 5 Yr 277.97 Open S-4-Q 565.04 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 13326.97 >4 Yr <= 5 Yr 1064.74 <30 Days CB-3-Q 1562.12 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 64266.53 >4 Yr <= 5 Yr 1138.16 <30 Days G-1-Q 9307.63 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 104735.20 >4 Yr <= 5 Yr 919.00 30-90 Days G-2-Q 18516.49 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 67130.59 >4 Yr <= 5 Yr 5639.96 Open G-3-Q 12938.24 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 21976.24 >4 Yr <= 5 Yr 3238.69 Open S-5-Q 668.79 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 45380.89 >4 Yr <= 5 Yr 2858.92 91-180 Days S-6-Q 7758.48 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 72665.01 >4 Yr <= 5 Yr 8903.66 30-90 Days S-7-Q 4030.39 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 14012.90 >4 Yr <= 5 Yr 568.20 <30 Days E-1-Q 955.02 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 50843.36 >4 Yr <= 5 Yr 6498.78 <30 Days E-2-Q 4054.21 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 61593.23 >4 Yr <= 5 Yr 6081.76 Open IG-1-Q 3811.26 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 85086.53 >4 Yr <= 5 Yr 5056.46 Open IG-2-Q 6348.47 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 93410.97 >4 Yr <= 5 Yr 10378.84 <30 Days C-1 11104.92 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 82833.95 >4 Yr <= 5 Yr 9950.88 91-180 Days CB-4 9230.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 54408.04 >4 Yr <= 5 Yr 1486.72 <30 Days E-10 9084.27 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 41175.87 >4 Yr <= 5 Yr 4833.93 Open E-3 4574.88 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 101720.27 >4 Yr <= 5 Yr 3774.08 <30 Days E-4 3766.61 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 63278.77 >4 Yr <= 5 Yr 7661.21 <30 Days E-5 7715.64 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 4243.60 >4 Yr <= 5 Yr 188.16 30-90 Days E-6 780.85 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 3911.93 >4 Yr <= 5 Yr 133.96 Open E-7 454.45 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 97607.16 >4 Yr <= 5 Yr 812.23 Open E-8 11919.44 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 75552.30 >4 Yr <= 5 Yr 11153.78 30-90 Days E-9 9269.91 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 57125.81 >4 Yr <= 5 Yr 2321.55 91-180 Days G-4 10071.61 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 52150.82 >4 Yr <= 5 Yr 734.65 Open IG-3 1850.84 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 93442.67 >4 Yr <= 5 Yr 2300.35 30-90 Days IG-4 17003.95 Yes Liberty Capital Markets Inc. Operations