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 No 68226.71 Day 59 5244.42 Open N-2 10265.58 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 100190.30 Day 59 5691.68 30-90 Days N-3 940.52 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 71365.19 Day 59 6985.56 30-90 Days N-4 8215.70 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 98034.65 Day 59 13355.32 91-180 Days N-5 16618.64 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 54002.16 Day 59 4674.08 Open N-6 3940.83 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 29468.21 Day 59 3285.60 <30 Days N-7 3032.67 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 70396.82 Day 59 6190.77 Open P-1 8841.18 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 63339.01 Day 59 4004.69 <30 Days P-2 10046.14 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 49993.38 Day 59 328.98 <30 Days S-8 1928.62 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 97636.99 Day 59 9071.18 <30 Days Y-1 5669.58 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 58094.72 Day 59 1539.74 91-180 Days Y-2 9472.07 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 48302.14 Day 59 1668.99 Open Y-3 5552.30 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 90137.41 Day 59 10689.05 <30 Days Y-4 14553.66 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 92779.72 Day 59 8335.08 Open Z-1 7871.36 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 19271.71 Day 59 2309.18 <30 Days A-2 1828.28 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 94487.65 Day 59 9033.88 91-180 Days A-3 11293.11 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 26179.45 Day 59 2270.70 30-90 Days A-4 495.40 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 24137.29 Day 59 2316.10 Open A-5 115.66 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 41066.34 Day 59 2492.35 <30 Days CB-1 7664.98 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 89516.24 Day 59 1458.90 30-90 Days CB-2 7895.94 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 110737.36 Day 59 5926.22 91-180 Days CB-3 18068.49 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 90760.05 Day 59 8131.25 Open E-1 18108.33 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 89576.12 Day 59 5244.44 <30 Days E-2 2623.14 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 73665.42 Day 59 1105.12 Open G-1 768.10 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 49402.76 Day 59 56.64 91-180 Days G-2 5554.45 No Finance