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 111604.48 Day 34 124.07 91-180 Days L-8 13462.58 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 93573.17 Day 34 772.22 91-180 Days L-9 13277.09 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 3127.95 Day 34 316.86 91-180 Days LC-1 24.39 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 94928.38 Day 34 5107.73 30-90 Days LC-2 11444.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 46955.61 Day 34 6907.66 30-90 Days N-1 8729.65 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 20486.52 Day 34 1096.92 <30 Days N-2 3909.19 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 100197.62 Day 34 1607.77 <30 Days N-3 11745.16 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 112872.61 Day 34 9193.97 91-180 Days N-4 20042.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 52034.31 Day 34 3490.11 Open N-5 6673.81 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 77471.01 Day 34 2455.97 30-90 Days N-6 3627.72 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 38181.52 Day 34 5504.98 30-90 Days N-7 4106.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 65336.32 Day 34 5364.82 Open P-1 9898.20 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 12131.07 Day 34 572.81 <30 Days P-2 1770.99 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 54266.14 Day 34 3223.19 Open S-8 5495.29 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 70030.37 Day 34 4680.21 Open Y-1 12114.82 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 71588.85 Day 34 9533.80 <30 Days Y-2 4092.68 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 39233.61 Day 34 3687.88 <30 Days Y-3 3948.65 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 17316.15 Day 34 1635.55 Open Y-4 2836.95 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 90497.27 Day 34 5422.42 Open Z-1 2829.34 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 11436.19 Day 34 508.20 <30 Days A-2 1695.26 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 53691.20 Day 34 490.24 Open A-3 4820.05 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 39892.42 Day 34 4539.20 91-180 Days A-4 7469.73 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 2437.33 Day 34 225.53 30-90 Days A-5 162.82 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 106191.60 Day 34 11783.78 91-180 Days CB-1 20292.88 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 54281.90 Day 34 479.65 91-180 Days CB-2 3017.21 No Operations