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 GSE No 77408.02 Day 14 1862.31 Open N-2 9064.36 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 51314.93 Day 14 6313.72 <30 Days N-3 1503.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 102607.36 Day 14 4964.76 <30 Days N-4 18042.80 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 52891.14 Day 14 5707.99 30-90 Days N-5 2813.63 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 101251.19 Day 14 116.19 <30 Days N-6 10442.96 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 36238.47 Day 14 4155.38 <30 Days N-7 1114.86 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 3949.24 Day 14 551.36 91-180 Days P-1 584.91 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 10409.36 Day 14 1003.12 <30 Days P-2 1934.93 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 103974.61 Day 14 6140.26 30-90 Days S-8 12543.00 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 34763.24 Day 14 4397.13 Open Y-1 4169.42 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 15816.74 Day 14 254.10 30-90 Days Y-2 1697.36 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 92392.93 Day 14 3268.98 Open Y-3 2436.39 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 58196.89 Day 14 1046.88 Open Y-4 2202.87 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 84641.67 Day 14 1619.58 <30 Days Z-1 9063.52 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 36248.26 Day 14 832.75 Open A-2 6364.38 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 87731.94 Day 14 11148.90 <30 Days A-3 14690.39 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 74172.69 Day 14 9437.70 91-180 Days A-4 9350.11 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 35911.51 Day 14 565.66 30-90 Days A-5 671.59 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 21593.04 Day 14 1655.32 <30 Days CB-1 687.66 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 54736.37 Day 14 6723.86 <30 Days CB-2 3771.97 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 113260.02 Day 14 15133.24 30-90 Days CB-3 102.11 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 12244.34 Day 14 1328.43 Open E-1 956.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 75060.12 Day 14 1089.47 30-90 Days E-2 10630.74 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 102362.11 Day 14 11456.22 <30 Days G-1 15475.57 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 107454.57 Day 14 15469.07 91-180 Days G-2 2774.66 No Treasury