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 96153.27 >4 Yr <= 5 Yr 5546.18 30-90 Days S-5 18099.26 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 23450.72 >4 Yr <= 5 Yr 1035.31 <30 Days S-6 3379.79 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 64731.44 >4 Yr <= 5 Yr 2385.99 91-180 Days S-7 693.09 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 65110.73 >5 Yr 5453.30 91-180 Days A-0-Q 4637.44 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 106669.90 >5 Yr 9645.29 91-180 Days A-1-Q 7846.05 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 65330.56 >5 Yr 8910.62 <30 Days A-2-Q 471.05 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 18525.73 >5 Yr 1763.47 <30 Days A-3-Q 2277.75 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 72944.95 >5 Yr 7759.29 <30 Days A-4-Q 9770.27 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 27585.80 >5 Yr 2029.35 <30 Days A-5-Q 3473.41 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 1300.68 >5 Yr 162.07 30-90 Days CB-1-Q 139.10 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 32992.10 >5 Yr 2331.40 91-180 Days CB-2-Q 3798.80 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 57361.70 >5 Yr 7101.90 30-90 Days S-1-Q 7493.22 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 82180.89 >5 Yr 12121.24 Open S-2-Q 9542.48 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 9849.11 >5 Yr 102.06 30-90 Days S-3-Q 89.11 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 50456.07 >5 Yr 1917.59 <30 Days S-4-Q 4162.86 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 81839.84 >5 Yr 11730.59 Open CB-3-Q 173.79 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 74645.31 >5 Yr 10571.52 30-90 Days G-1-Q 8571.89 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 101216.39 >5 Yr 9362.59 Open G-2-Q 13221.87 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 26834.64 >5 Yr 1889.05 30-90 Days G-3-Q 3099.71 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 46012.51 >5 Yr 2939.67 30-90 Days S-5-Q 908.84 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 20132.53 >5 Yr 620.88 Open S-6-Q 1971.14 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 86863.36 >5 Yr 10694.29 30-90 Days S-7-Q 9937.46 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 69959.96 >5 Yr 5302.03 Open E-1-Q 8124.47 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 23732.29 >5 Yr 2936.24 Open E-2-Q 1099.44 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 112224.42 >5 Yr 1935.44 30-90 Days IG-1-Q 19494.08 No Finance