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 72179.11 >5 Yr 4971.36 <30 Days CB-1 11462.38 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 50189.11 >5 Yr 4749.42 Open CB-2 6362.04 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 37224.86 >5 Yr 4703.35 91-180 Days CB-3 1727.48 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 18748.02 >5 Yr 1905.61 30-90 Days E-1 3396.28 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 16927.37 >5 Yr 1331.66 91-180 Days E-2 2730.98 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 18359.20 >5 Yr 763.10 30-90 Days G-1 1811.97 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 67116.33 >5 Yr 1592.60 91-180 Days G-2 3567.06 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 41938.66 >5 Yr 1062.48 Open G-3 1336.22 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 9447.44 >5 Yr 1122.71 Open IG-1 1394.80 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 42650.84 >5 Yr 5599.04 30-90 Days IG-2 1613.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 23084.37 >5 Yr 803.92 <30 Days S-1 400.95 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 40538.06 >5 Yr 946.56 Open S-2 5657.84 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 104729.67 >5 Yr 6674.09 Open S-3 2559.03 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 27452.32 >5 Yr 1035.89 30-90 Days S-4 639.68 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 88398.59 >5 Yr 3252.62 91-180 Days S-5 10943.73 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 3372.78 >5 Yr 346.66 <30 Days S-6 544.30 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 61139.58 >5 Yr 150.57 <30 Days S-7 6331.07 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 58887.62 Perpetual 4045.87 Open A-0-Q 10547.32 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 55064.17 Perpetual 6128.24 30-90 Days A-1-Q 798.70 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 78488.10 Perpetual 7879.72 <30 Days A-2-Q 147.32 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 109282.69 Perpetual 10669.73 91-180 Days A-3-Q 9417.08 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 83165.78 Perpetual 6111.33 30-90 Days A-4-Q 2256.98 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 14006.46 Perpetual 1286.57 91-180 Days A-5-Q 844.45 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 71628.19 Perpetual 7167.94 91-180 Days CB-1-Q 6344.17 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 111917.13 Perpetual 8768.32 91-180 Days CB-2-Q 11500.86 No Treasury