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 36324.13 Day 17 4738.36 30-90 Days N-7 556.06 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 97440.99 Day 17 5870.33 Open P-1 15738.16 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 89348.86 Day 17 6477.83 30-90 Days P-2 2763.73 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 105403.94 Day 17 5662.47 30-90 Days S-8 10065.23 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 58308.01 Day 17 4980.69 Open Y-1 212.56 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 59588.49 Day 17 6962.08 30-90 Days Y-2 2349.31 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 76503.29 Day 17 7360.80 91-180 Days Y-3 14226.89 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 9278.70 Day 17 1389.57 Open Y-4 1506.59 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 87110.77 Day 17 6862.65 30-90 Days Z-1 753.37 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 21888.63 Day 17 1695.72 Open A-2 3865.22 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 89223.63 Day 17 7808.37 91-180 Days A-3 7258.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 27175.33 Day 17 357.41 30-90 Days A-4 2000.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 113057.82 Day 17 4980.95 30-90 Days A-5 4723.66 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 58527.10 Day 17 3679.38 Open CB-1 4347.91 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 6881.59 Day 17 606.71 Open CB-2 898.30 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 49163.07 Day 17 5732.09 30-90 Days CB-3 2119.86 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 52192.66 Day 17 5491.46 91-180 Days E-1 4642.01 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 28980.67 Day 17 398.74 <30 Days E-2 3243.03 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 83057.89 Day 17 10659.37 30-90 Days G-1 7752.96 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 107012.68 Day 17 2983.68 91-180 Days G-2 6298.09 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 111579.79 Day 17 12395.31 91-180 Days G-3 21790.27 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 57546.17 Day 17 242.00 30-90 Days IG-1 5068.12 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 25045.71 Day 17 1676.58 30-90 Days IG-2 4974.81 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 105889.88 Day 17 360.82 <30 Days S-1 13374.06 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 44591.98 Day 17 6568.38 <30 Days S-2 4082.32 Yes Liberty Wealth Management LLC Risk Management