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 104711.94 >4 Yr <= 5 Yr 8401.67 91-180 Days IG-5 16985.45 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 92092.10 >4 Yr <= 5 Yr 6968.45 Open IG-6 3955.58 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 79827.47 >4 Yr <= 5 Yr 4088.79 Open IG-7 4731.12 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 39149.20 >4 Yr <= 5 Yr 1251.29 <30 Days IG-8 1833.18 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 53286.53 >4 Yr <= 5 Yr 5205.33 30-90 Days L-1 52.91 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 103219.18 >4 Yr <= 5 Yr 2312.55 <30 Days L-10 14472.23 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 86332.42 >4 Yr <= 5 Yr 8063.00 30-90 Days L-11 13467.03 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 52972.18 >4 Yr <= 5 Yr 3773.45 Open L-2 4457.82 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 100380.04 >4 Yr <= 5 Yr 11301.68 91-180 Days L-3 17657.21 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 95670.69 >4 Yr <= 5 Yr 7705.20 <30 Days L-4 2957.27 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 52990.73 >4 Yr <= 5 Yr 6621.81 Open L-5 2842.93 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 60274.84 >4 Yr <= 5 Yr 7392.57 91-180 Days L-6 6931.34 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 77876.23 >4 Yr <= 5 Yr 10729.69 91-180 Days L-7 13941.07 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 72083.36 >4 Yr <= 5 Yr 4972.30 91-180 Days L-8 11468.93 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 71003.27 >4 Yr <= 5 Yr 1894.30 30-90 Days L-9 10050.23 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 92204.06 >4 Yr <= 5 Yr 2781.68 <30 Days LC-1 4241.82 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 69795.64 >4 Yr <= 5 Yr 3900.27 <30 Days LC-2 6075.48 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 60930.73 >4 Yr <= 5 Yr 5865.81 30-90 Days N-1 3392.51 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 9384.71 >4 Yr <= 5 Yr 666.93 <30 Days N-2 846.64 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 71856.75 >4 Yr <= 5 Yr 3294.46 Open N-3 2299.73 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 4531.96 >4 Yr <= 5 Yr 568.68 91-180 Days N-4 120.92 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 101189.86 >4 Yr <= 5 Yr 10036.01 91-180 Days N-5 16783.40 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 102438.64 >4 Yr <= 5 Yr 15363.49 Open N-6 363.38 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 76907.53 >4 Yr <= 5 Yr 9046.58 30-90 Days N-7 6461.81 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 85652.92 >4 Yr <= 5 Yr 6684.59 <30 Days P-1 6805.82 No Treasury