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 Yes 11244.31 Day 46 1539.50 30-90 Days E-5 1225.17 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 112508.46 Day 46 8871.02 <30 Days E-6 5054.03 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 92830.89 Day 46 3125.66 91-180 Days E-7 5710.26 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 95411.18 Day 46 7265.95 <30 Days E-8 12074.51 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 98736.55 Day 46 4289.44 30-90 Days E-9 8159.44 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 87477.86 Day 46 8303.15 Open G-4 11129.26 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 98858.26 Day 46 3689.76 Open IG-3 2405.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 92174.31 Day 46 4860.98 Open IG-4 9571.64 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 60212.95 Day 46 7830.81 Open IG-5 1473.51 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 101853.87 Day 46 6130.62 <30 Days IG-6 19839.87 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 101586.99 Day 46 14406.50 91-180 Days IG-7 779.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 48368.13 Day 46 2067.44 <30 Days IG-8 8337.70 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 73384.23 Day 46 3270.61 30-90 Days L-1 252.39 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 22909.39 Day 46 2516.15 30-90 Days L-10 1509.33 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 91109.83 Day 46 3090.47 91-180 Days L-11 6648.02 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 70971.15 Day 46 628.37 91-180 Days L-2 2836.29 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 503.71 Day 46 68.21 30-90 Days L-3 44.20 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 77564.73 Day 46 9166.81 91-180 Days L-4 12224.27 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 86452.75 Day 46 12342.45 91-180 Days L-5 5060.28 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 100055.04 Day 46 9889.19 Open L-6 13982.62 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 19309.72 Day 46 1462.00 91-180 Days L-7 3666.29 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 107908.16 Day 46 1779.82 <30 Days L-8 11904.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 48798.24 Day 46 2149.37 91-180 Days L-9 5676.08 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 30636.75 Day 46 4071.72 Open LC-1 3893.11 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 31631.09 Day 46 3570.92 <30 Days LC-2 2563.07 No Risk Management