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 100415.90 Day 38 2355.50 Open S-1 5817.73 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 32130.87 Day 38 4688.87 30-90 Days S-2 2112.90 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 82102.18 Day 38 5796.72 91-180 Days S-3 870.50 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 63032.81 Day 38 1691.42 91-180 Days S-4 1553.24 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 576.36 Day 38 32.71 <30 Days S-5 3.32 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 60450.53 Day 38 4568.04 91-180 Days S-6 83.49 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 44909.72 Day 38 3063.20 30-90 Days S-7 7023.13 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 28664.67 Day 39 646.71 30-90 Days A-0-Q 1651.79 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 87396.04 Day 39 9039.87 <30 Days A-1-Q 2922.21 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 58699.19 Day 39 7267.81 Open A-2-Q 11018.84 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 62093.59 Day 39 610.82 Open A-3-Q 11788.24 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 113497.92 Day 39 4214.99 91-180 Days A-4-Q 2952.80 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 67054.24 Day 39 4991.27 <30 Days A-5-Q 3407.97 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 21370.20 Day 39 2464.56 91-180 Days CB-1-Q 883.95 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 89657.50 Day 39 5948.66 Open CB-2-Q 16430.70 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 84268.14 Day 39 10589.87 30-90 Days S-1-Q 1469.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 88382.81 Day 39 1088.73 30-90 Days S-2-Q 13239.05 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 68170.72 Day 39 7804.76 Open S-3-Q 10964.62 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 32542.73 Day 39 4195.92 30-90 Days S-4-Q 3891.37 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 37119.63 Day 39 3437.68 <30 Days CB-3-Q 736.38 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 19033.02 Day 39 2436.22 30-90 Days G-1-Q 3213.40 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 18728.82 Day 39 1691.39 30-90 Days G-2-Q 1918.79 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 38009.85 Day 39 3973.76 91-180 Days G-3-Q 2925.15 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 62078.94 Day 39 1872.27 Open S-5-Q 11756.41 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 73358.25 Day 39 2081.19 91-180 Days S-6-Q 8107.50 No Finance