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 24812.74 180 - 270 Days 3629.52 <30 Days A-4 4946.45 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 102774.33 180 - 270 Days 3453.94 Open A-5 8435.75 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 52168.38 180 - 270 Days 6915.93 30-90 Days CB-1 2708.65 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 61995.62 180 - 270 Days 8444.80 Open CB-2 7308.70 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 46057.46 180 - 270 Days 3196.57 <30 Days CB-3 8504.37 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 4883.86 180 - 270 Days 255.85 Open E-1 399.70 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 30930.66 180 - 270 Days 2315.47 <30 Days E-2 6115.16 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 10736.00 180 - 270 Days 220.90 30-90 Days G-1 210.20 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 91965.08 180 - 270 Days 6615.21 <30 Days G-2 11923.26 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 25679.34 180 - 270 Days 2913.18 30-90 Days G-3 3544.67 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 85771.00 180 - 270 Days 175.09 <30 Days IG-1 10537.47 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 85754.86 180 - 270 Days 1981.30 Open IG-2 9842.65 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 30307.39 180 - 270 Days 3770.18 Open S-1 5651.75 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 36316.49 180 - 270 Days 2341.52 30-90 Days S-2 6633.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 79416.79 180 - 270 Days 2022.87 <30 Days S-3 13055.37 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 98216.74 180 - 270 Days 10007.28 30-90 Days S-4 6032.26 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 73495.38 180 - 270 Days 7653.16 <30 Days S-5 3942.33 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 62705.87 180 - 270 Days 1713.37 <30 Days S-6 4757.27 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 90368.94 180 - 270 Days 6418.35 Open S-7 12470.43 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 66224.44 271 - 364 Days 8476.17 Open A-0-Q 832.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 35828.80 271 - 364 Days 787.47 <30 Days A-1-Q 1393.82 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 34409.76 271 - 364 Days 1650.91 <30 Days A-2-Q 6627.99 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 96350.15 271 - 364 Days 11169.93 <30 Days A-3-Q 2120.56 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 25171.24 271 - 364 Days 1605.42 30-90 Days A-4-Q 599.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 50269.38 271 - 364 Days 3298.09 Open A-5-Q 6377.55 No Finance