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 Yes 95552.06 Day 22 11041.88 <30 Days L-11 15626.03 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 40739.52 Day 22 5959.54 30-90 Days L-2 1268.13 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 5871.82 Day 22 94.47 30-90 Days L-3 964.56 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 77588.70 Day 22 6159.37 <30 Days L-4 1577.88 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 40204.74 Day 22 5705.75 <30 Days L-5 1781.56 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 90854.58 Day 22 1838.36 30-90 Days L-6 3220.82 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 66824.40 Day 22 9560.91 30-90 Days L-7 10557.33 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 75282.04 Day 22 602.66 91-180 Days L-8 13933.88 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 41427.45 Day 22 1018.28 <30 Days L-9 4528.38 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 40466.51 Day 22 1727.92 Open LC-1 916.76 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 67932.28 Day 22 5103.86 91-180 Days LC-2 5560.56 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 108849.61 Day 22 2376.47 91-180 Days N-1 665.51 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 20829.40 Day 22 1062.98 Open N-2 2243.00 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 113435.77 Day 22 556.10 Open N-3 12841.88 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 94685.01 Day 22 11995.13 <30 Days N-4 7203.07 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 43268.76 Day 22 2080.70 Open N-5 1890.35 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 39578.54 Day 22 2539.59 30-90 Days N-6 5687.22 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 12859.94 Day 22 1234.67 30-90 Days N-7 923.85 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 92459.17 Day 22 4458.17 Open P-1 2489.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 62320.92 Day 22 6690.34 91-180 Days P-2 752.92 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 77444.44 Day 22 9379.26 30-90 Days S-8 12362.72 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 73239.83 Day 22 1464.96 30-90 Days Y-1 6364.06 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 57599.31 Day 22 1978.40 91-180 Days Y-2 8775.01 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 307.59 Day 22 32.48 30-90 Days Y-3 24.78 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 64617.04 Day 22 7690.56 91-180 Days Y-4 10427.73 No Risk Management