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 111899.84 Day 54 770.61 91-180 Days L-3 16966.80 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 47977.33 Day 54 505.56 91-180 Days L-4 6744.88 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 87836.61 Day 54 12066.88 Open L-5 13126.36 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 76519.22 Day 54 9989.72 Open L-6 6731.76 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 25107.00 Day 54 3033.85 <30 Days L-7 3948.43 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 48063.54 Day 54 4124.80 Open L-8 2846.65 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 16531.18 Day 54 147.36 91-180 Days L-9 3217.37 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 50068.40 Day 54 5512.30 30-90 Days LC-1 7256.96 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 11941.42 Day 54 132.74 91-180 Days LC-2 1760.85 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 29513.17 Day 54 3594.21 30-90 Days N-1 3886.18 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 98559.79 Day 54 10230.82 30-90 Days N-2 3321.05 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 90972.58 Day 54 0.20 30-90 Days N-3 10372.52 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 89964.21 Day 54 8714.97 91-180 Days N-4 3012.02 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 67298.81 Day 54 6447.58 Open N-5 9515.63 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 6477.71 Day 54 280.74 <30 Days N-6 912.56 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 80615.56 Day 54 3069.13 91-180 Days N-7 14290.92 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 96582.37 Day 54 5320.76 Open P-1 17792.30 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 49210.11 Day 54 2219.65 30-90 Days P-2 2008.43 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 66427.65 Day 54 3879.76 Open S-8 4486.69 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 23095.51 Day 54 2511.24 <30 Days Y-1 4288.30 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 39948.38 Day 54 3235.23 <30 Days Y-2 1724.80 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 90047.36 Day 54 1065.57 <30 Days Y-3 10892.15 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 89270.38 Day 54 8992.42 30-90 Days Y-4 5490.18 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 4948.91 Day 54 301.04 Open Z-1 59.41 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 14711.96 Day 54 1896.86 91-180 Days A-2 1007.90 Yes Liberty International Finance Ltd. Legal