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 Yes 19105.32 Day 4 239.96 91-180 Days G-4 970.56 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 24076.10 Day 4 799.82 30-90 Days IG-3 3086.01 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 9136.23 Day 4 465.79 Open IG-4 1256.43 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 14106.10 Day 4 1935.87 91-180 Days IG-5 1332.81 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 83287.59 Day 4 491.19 91-180 Days IG-6 8786.94 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 79730.99 Day 4 3904.24 91-180 Days IG-7 3342.02 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 64083.64 Day 4 5708.39 <30 Days IG-8 10793.76 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 6490.22 Day 4 565.48 <30 Days L-1 1066.31 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 53190.51 Day 4 2819.03 <30 Days L-10 3141.57 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 36490.49 Day 4 3286.27 91-180 Days L-11 6290.49 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 53633.32 Day 4 3106.88 30-90 Days L-2 8126.79 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 70587.05 Day 4 4552.01 30-90 Days L-3 12128.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 6540.50 Day 4 183.18 Open L-4 117.85 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 109069.42 Day 4 9229.21 <30 Days L-5 3368.44 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 37681.52 Day 4 2433.26 30-90 Days L-6 2396.56 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 8559.98 Day 4 843.52 Open L-7 1711.18 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 98122.42 Day 4 2530.45 30-90 Days L-8 3516.79 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 36843.27 Day 4 4063.88 30-90 Days L-9 1594.38 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 61769.46 Day 4 6357.13 91-180 Days LC-1 7124.78 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 5858.07 Day 4 465.04 30-90 Days LC-2 713.53 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 95782.70 Day 4 1246.39 30-90 Days N-1 7766.22 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 20389.27 Day 4 583.50 30-90 Days N-2 3612.59 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 109430.87 Day 4 9176.19 Open N-3 20072.56 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 2483.35 Day 4 201.50 30-90 Days N-4 144.15 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 54024.73 Day 4 1982.62 91-180 Days N-5 8578.66 Yes Liberty International Finance Ltd. Treasury