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 48965.54 Perpetual 4841.33 30-90 Days S-1-Q 5475.51 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 14349.05 Perpetual 1463.93 <30 Days S-2-Q 1320.23 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 63526.57 Perpetual 3150.72 Open S-3-Q 7650.16 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 10224.44 Perpetual 998.87 Open S-4-Q 229.76 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 33600.28 Perpetual 4401.85 Open CB-3-Q 192.09 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 65966.40 Perpetual 1513.15 Open G-1-Q 12304.70 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 25205.56 Perpetual 2966.90 91-180 Days G-2-Q 1238.56 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 92270.48 Perpetual 6451.96 <30 Days G-3-Q 6400.83 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 1950.57 Perpetual 124.12 91-180 Days S-5-Q 8.09 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 108532.60 Perpetual 14381.65 30-90 Days S-6-Q 17363.54 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 22030.20 Perpetual 2451.45 <30 Days S-7-Q 2519.83 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 30075.44 Perpetual 1464.59 <30 Days E-1-Q 3444.16 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 2626.23 Perpetual 212.43 30-90 Days E-2-Q 121.03 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 90602.03 Perpetual 5752.50 <30 Days IG-1-Q 403.92 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 55344.07 Perpetual 6687.43 91-180 Days IG-2-Q 2017.89 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 111138.25 Perpetual 3804.40 Open C-1 21924.59 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 16014.48 Perpetual 2205.46 Open CB-4 2503.51 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 25657.16 Perpetual 1096.09 <30 Days E-10 382.57 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 47124.37 Perpetual 5148.13 30-90 Days E-3 956.69 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 98515.30 Perpetual 6629.11 30-90 Days E-4 16009.83 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 2877.61 Perpetual 60.64 Open E-5 213.50 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 56531.11 Perpetual 4635.53 30-90 Days E-6 3906.09 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 111901.26 Perpetual 12814.52 30-90 Days E-7 20151.76 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 36182.37 Perpetual 2031.14 <30 Days E-8 1158.63 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 13718.43 Perpetual 1935.19 30-90 Days E-9 628.85 Yes Liberty Mortgage Services Corp. Treasury