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 Bank Yes 66655.12 Day 6 5734.71 <30 Days L-5 406.09 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 17977.15 Day 6 2482.04 91-180 Days L-6 2826.74 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 94553.15 Day 6 3391.18 91-180 Days L-7 8618.78 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 37468.76 Day 6 294.54 30-90 Days L-8 2348.28 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 40774.79 Day 6 5994.81 30-90 Days L-9 8056.07 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 19297.73 Day 6 670.85 Open LC-1 2410.30 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 71010.81 Day 6 10511.79 30-90 Days LC-2 13139.38 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 11762.23 Day 6 1096.49 91-180 Days N-1 1715.96 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 103441.98 Day 6 14801.45 91-180 Days N-2 2703.43 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 66554.91 Day 6 7035.39 91-180 Days N-3 2210.34 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 77736.15 Day 6 3962.14 <30 Days N-4 6890.90 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 41614.77 Day 6 654.39 30-90 Days N-5 4861.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 63184.32 Day 6 7048.39 <30 Days N-6 1916.37 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 78969.34 Day 6 7988.73 91-180 Days N-7 4306.43 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 39294.62 Day 6 2621.60 91-180 Days P-1 2060.04 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 34767.90 Day 6 5097.01 <30 Days P-2 6112.70 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 61863.55 Day 6 965.24 Open S-8 2257.63 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 70318.31 Day 6 1221.29 Open Y-1 13889.73 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 77048.79 Day 6 1381.32 <30 Days Y-2 7449.69 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 18995.35 Day 6 447.53 30-90 Days Y-3 2257.91 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 98973.25 Day 6 1604.01 <30 Days Y-4 17631.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 81470.79 Day 6 7193.73 Open Z-1 9780.86 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 38776.14 Day 6 3556.13 Open A-2 5021.64 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 2731.69 Day 6 280.10 91-180 Days A-3 200.49 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 58270.53 Day 6 3386.79 <30 Days A-4 8071.08 No Treasury