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 82125.09 121 - 150 Days 4065.42 <30 Days S-3 12201.21 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 96501.75 121 - 150 Days 9251.03 30-90 Days S-4 18435.24 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 108352.31 121 - 150 Days 9720.77 91-180 Days S-5 6680.01 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 55091.70 121 - 150 Days 4173.67 <30 Days S-6 4969.86 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 27932.07 121 - 150 Days 469.33 30-90 Days S-7 563.32 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 101060.00 151 - 179 Days 9503.60 Open A-0-Q 7196.86 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 87291.88 151 - 179 Days 7561.02 <30 Days A-1-Q 11261.28 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 4447.80 151 - 179 Days 540.36 Open A-2-Q 845.88 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 12680.17 151 - 179 Days 742.04 <30 Days A-3-Q 456.72 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 71049.29 151 - 179 Days 5936.83 91-180 Days A-4-Q 5129.01 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 46621.00 151 - 179 Days 1433.27 91-180 Days A-5-Q 9084.87 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 30919.86 151 - 179 Days 2475.93 <30 Days CB-1-Q 643.30 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 84312.32 151 - 179 Days 11795.35 <30 Days CB-2-Q 11501.60 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 46640.60 151 - 179 Days 707.65 <30 Days S-1-Q 7181.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 67628.65 151 - 179 Days 1051.97 30-90 Days S-2-Q 1160.59 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 64991.39 151 - 179 Days 4876.96 30-90 Days S-3-Q 4738.44 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 32811.48 151 - 179 Days 705.41 Open S-4-Q 3553.55 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 94215.40 151 - 179 Days 3377.34 91-180 Days CB-3-Q 13655.82 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 42959.28 151 - 179 Days 6223.56 30-90 Days G-1-Q 1545.47 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 52646.43 151 - 179 Days 6798.48 91-180 Days G-2-Q 2898.04 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 30276.90 151 - 179 Days 1461.76 Open G-3-Q 25.30 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 71925.56 151 - 179 Days 3519.71 Open S-5-Q 5492.56 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 20382.45 151 - 179 Days 1180.45 91-180 Days S-6-Q 691.09 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 77344.47 151 - 179 Days 10055.94 <30 Days S-7-Q 12520.53 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 102.37 151 - 179 Days 7.47 91-180 Days E-1-Q 16.95 No Legal