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 Other Supranational No 39214.65 Day 45 1361.41 <30 Days N-1 6520.75 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 96307.07 Day 45 554.30 91-180 Days N-2 9016.10 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 14577.81 Day 45 1267.35 91-180 Days N-3 273.57 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 84997.35 Day 45 1232.30 91-180 Days N-4 2446.45 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 94657.09 Day 45 1443.11 <30 Days N-5 14061.39 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 101697.38 Day 45 14750.79 <30 Days N-6 1392.37 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 55881.15 Day 45 6489.64 30-90 Days N-7 7231.66 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 27643.65 Day 45 3230.16 <30 Days P-1 4144.96 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 45163.94 Day 45 4624.34 91-180 Days P-2 880.41 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 22721.05 Day 45 2804.90 <30 Days S-8 3690.07 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 89986.93 Day 45 5360.34 30-90 Days Y-1 6037.14 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 11117.88 Day 45 122.85 91-180 Days Y-2 916.16 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 30415.02 Day 45 611.15 30-90 Days Y-3 4336.71 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 52023.25 Day 45 1591.83 91-180 Days Y-4 2390.14 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 24134.91 Day 45 86.26 <30 Days Z-1 4357.64 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 11939.66 Day 45 1678.24 <30 Days A-2 467.48 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 89401.97 Day 45 9019.67 Open A-3 12067.35 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 25899.09 Day 45 1000.02 91-180 Days A-4 4454.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 11160.79 Day 45 1623.54 30-90 Days A-5 567.80 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 70457.96 Day 45 2808.64 91-180 Days CB-1 8079.79 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 27637.88 Day 45 1047.68 30-90 Days CB-2 3859.41 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 58781.94 Day 45 5476.47 91-180 Days CB-3 3880.11 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 51445.23 Day 45 4235.49 Open E-1 1517.13 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 66147.84 Day 45 2306.51 91-180 Days E-2 12551.57 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 28596.72 Day 45 599.94 Open G-1 5225.54 Yes Liberty International Finance Ltd. Risk Management