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 43863.07 Day 19 20.38 <30 Days CB-1-Q 2815.28 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 79304.49 Day 19 298.36 <30 Days CB-2-Q 13345.28 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 7947.33 Day 19 30.11 <30 Days S-1-Q 499.28 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 20590.66 Day 19 2670.83 91-180 Days S-2-Q 2128.08 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 96337.06 Day 19 12773.75 30-90 Days S-3-Q 5141.92 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 72210.22 Day 19 1161.39 <30 Days S-4-Q 4995.75 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 16957.95 Day 19 956.27 30-90 Days CB-3-Q 606.70 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 29591.24 Day 19 3611.66 30-90 Days G-1-Q 4274.02 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 76179.29 Day 19 484.13 91-180 Days G-2-Q 3022.11 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 76780.29 Day 19 5868.37 <30 Days G-3-Q 9299.19 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 52266.41 Day 19 5927.57 Open S-5-Q 2571.18 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 43648.13 Day 19 2190.25 30-90 Days S-6-Q 1890.66 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 78939.89 Day 19 4692.71 Open S-7-Q 1116.70 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 29416.40 Day 19 400.16 91-180 Days E-1-Q 1427.65 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 34907.94 Day 19 3475.32 91-180 Days E-2-Q 5.46 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 5461.13 Day 19 506.87 <30 Days IG-1-Q 480.92 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 109965.60 Day 19 339.59 Open IG-2-Q 19378.16 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 29188.50 Day 19 3254.91 91-180 Days C-1 2941.29 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 51590.77 Day 19 2725.86 Open CB-4 10155.86 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 1164.24 Day 19 100.53 30-90 Days E-10 10.46 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 42485.83 Day 19 297.46 30-90 Days E-3 1589.20 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 91050.34 Day 19 9400.82 30-90 Days E-4 82.27 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 2404.09 Day 19 261.11 <30 Days E-5 236.71 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 27832.73 Day 19 1397.37 Open E-6 417.25 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 96229.97 Day 19 3314.14 91-180 Days E-7 7426.45 Yes Liberty Capital Markets Inc. Treasury