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 Central Bank No 43606.82 Day 3 109.64 <30 Days CB-1 5516.87 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 1614.73 Day 3 202.71 <30 Days CB-2 34.10 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 35832.11 Day 3 5217.57 Open CB-3 2323.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 65379.26 Day 3 3127.79 91-180 Days E-1 10723.51 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 92752.42 Day 3 4282.01 Open E-2 14296.50 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 99927.52 Day 3 4475.53 <30 Days G-1 5760.11 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 29348.30 Day 3 1195.79 30-90 Days G-2 5818.32 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 76453.65 Day 3 9362.62 91-180 Days G-3 3433.60 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 3388.84 Day 3 119.00 <30 Days IG-1 393.24 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 3665.53 Day 3 12.80 91-180 Days IG-2 534.10 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 39454.85 Day 3 1720.10 <30 Days S-1 1289.13 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 9105.32 Day 3 1207.62 91-180 Days S-2 658.05 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 98166.54 Day 3 614.15 91-180 Days S-3 16897.25 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 73906.29 Day 3 10340.69 30-90 Days S-4 9581.41 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 74284.35 Day 3 853.05 91-180 Days S-5 4641.42 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 28933.97 Day 3 2742.35 91-180 Days S-6 3063.51 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 20479.94 Day 3 2544.74 Open S-7 3659.13 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 37002.19 Day 4 1630.69 <30 Days A-0-Q 612.20 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 84102.12 Day 4 5955.02 <30 Days A-1-Q 1643.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 50693.21 Day 4 3332.85 30-90 Days A-2-Q 9339.34 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 72632.00 Day 4 1537.19 Open A-3-Q 12272.16 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 99365.92 Day 4 13857.69 30-90 Days A-4-Q 15169.90 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 100965.54 Day 4 8040.22 30-90 Days A-5-Q 17136.19 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 102836.20 Day 4 13558.12 Open CB-1-Q 7791.76 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 10861.98 Day 4 726.25 <30 Days CB-2-Q 1460.12 Yes Liberty Capital Markets Inc. Finance