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 MDB No 105823.43 Day 14 9775.36 Open E-2 12736.08 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 99331.45 Day 14 14112.62 91-180 Days G-1 16556.60 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 27911.17 Day 14 1373.26 30-90 Days G-2 257.50 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 51634.26 Day 14 1072.81 Open G-3 8726.71 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 7241.10 Day 14 129.97 <30 Days IG-1 791.67 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 39477.85 Day 14 1718.20 30-90 Days IG-2 2917.35 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 14833.86 Day 14 1516.52 <30 Days S-1 533.47 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 80569.80 Day 14 1415.64 <30 Days S-2 11855.79 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 66816.38 Day 14 7176.83 Open S-3 868.02 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 80115.54 Day 14 5416.43 91-180 Days S-4 13635.95 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 92838.37 Day 14 2468.51 30-90 Days S-5 5291.21 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 32641.64 Day 14 1981.25 Open S-6 2078.81 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 49028.06 Day 14 1908.31 91-180 Days S-7 4122.20 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 27865.90 Day 15 230.38 30-90 Days A-0-Q 5200.02 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 46414.32 Day 15 245.03 Open A-1-Q 2981.53 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 95075.48 Day 15 674.81 Open A-2-Q 9051.07 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 10859.78 Day 15 1520.07 30-90 Days A-3-Q 288.01 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 77492.19 Day 15 10654.59 30-90 Days A-4-Q 15256.56 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 110048.18 Day 15 3988.63 Open A-5-Q 17152.42 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 27298.69 Day 15 2014.59 Open CB-1-Q 152.99 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 92081.50 Day 15 1786.59 30-90 Days CB-2-Q 9152.86 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 42120.58 Day 15 2805.70 <30 Days S-1-Q 7587.76 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 60667.57 Day 15 7872.73 91-180 Days S-2-Q 8379.56 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 21047.13 Day 15 518.94 91-180 Days S-3-Q 834.97 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 89911.12 Day 15 3606.94 <30 Days S-4-Q 764.60 Yes Liberty International Finance Ltd. Treasury