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 23690.67 Day 54 2682.73 Open A-3 4229.94 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 80590.54 Day 54 4507.12 Open A-4 974.15 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 39742.04 Day 54 1492.16 91-180 Days A-5 6123.68 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 43721.19 Day 54 3607.25 91-180 Days CB-1 7858.72 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 78755.98 Day 54 662.37 <30 Days CB-2 11090.37 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 74390.85 Day 54 2878.63 91-180 Days CB-3 10542.10 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 99153.71 Day 54 1795.83 30-90 Days E-1 9141.29 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 21241.64 Day 54 1472.26 91-180 Days E-2 1104.10 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 51621.61 Day 54 6533.79 Open G-1 9652.18 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 38614.53 Day 54 1259.12 30-90 Days G-2 6967.52 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 31274.26 Day 54 1905.55 91-180 Days G-3 2362.15 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 107751.19 Day 54 13592.81 <30 Days IG-1 18735.07 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 7630.09 Day 54 481.76 30-90 Days IG-2 713.09 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 98738.23 Day 54 9441.27 Open S-1 14814.04 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 5925.83 Day 54 279.91 <30 Days S-2 56.18 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 4897.33 Day 54 367.83 30-90 Days S-3 954.00 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 23273.37 Day 54 1776.62 30-90 Days S-4 193.38 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 17399.35 Day 54 597.93 91-180 Days S-5 1441.24 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 108291.16 Day 54 10932.00 30-90 Days S-6 14364.32 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 65680.39 Day 54 8400.28 <30 Days S-7 11559.60 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 33698.82 Day 55 2355.34 <30 Days A-0-Q 4962.03 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 1856.68 Day 55 133.18 91-180 Days A-1-Q 301.14 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 112925.85 Day 55 3304.03 91-180 Days A-2-Q 14872.40 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 46603.13 Day 55 5163.87 <30 Days A-3-Q 3005.83 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 81745.42 Day 55 7165.26 91-180 Days A-4-Q 15334.64 Yes Liberty Wealth Management LLC Finance