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 58062.64 Day 38 3405.19 30-90 Days N-5 2477.47 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 17427.55 Day 38 986.35 91-180 Days N-6 3285.01 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 88459.26 Day 38 10058.46 <30 Days N-7 5430.21 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 112720.94 Day 38 14542.84 <30 Days P-1 5782.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 22707.41 Day 38 3163.11 91-180 Days P-2 715.16 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 40450.69 Day 38 3618.18 <30 Days S-8 2453.54 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 39950.21 Day 38 5079.21 <30 Days Y-1 3674.09 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 72997.17 Day 38 8992.00 91-180 Days Y-2 2735.84 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 101457.86 Day 38 7692.06 <30 Days Y-3 14164.28 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 79431.93 Day 38 8452.29 <30 Days Y-4 13608.59 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 83138.20 Day 38 6098.73 30-90 Days Z-1 10808.04 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 60049.81 Day 38 4664.84 91-180 Days A-2 7245.43 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 4243.25 Day 38 204.53 91-180 Days A-3 235.60 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 53015.50 Day 38 7647.85 Open A-4 9315.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 88381.01 Day 38 1226.97 <30 Days A-5 7836.27 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 64272.02 Day 38 5047.30 Open CB-1 7046.79 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 102178.57 Day 38 9494.71 Open CB-2 19160.19 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 108462.02 Day 38 9289.31 <30 Days CB-3 2152.94 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 96056.69 Day 38 4822.17 91-180 Days E-1 12725.21 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 46750.72 Day 38 22.04 30-90 Days E-2 9033.78 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 23762.38 Day 38 2131.37 91-180 Days G-1 1623.95 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 2601.57 Day 38 363.34 <30 Days G-2 296.85 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 87974.98 Day 38 2011.18 30-90 Days G-3 7835.87 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 103998.39 Day 38 625.19 Open IG-1 9533.77 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 27374.59 Day 38 2268.13 Open IG-2 2042.85 No Operations