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 26405.20 151 - 179 Days 2160.61 Open S-6-Q 2691.03 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 6567.02 151 - 179 Days 648.72 <30 Days S-7-Q 305.60 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 59917.41 151 - 179 Days 2576.11 <30 Days E-1-Q 3303.45 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 9333.46 151 - 179 Days 15.34 Open E-2-Q 923.19 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 66593.73 151 - 179 Days 1134.79 91-180 Days IG-1-Q 12836.21 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 22574.53 151 - 179 Days 1523.93 Open IG-2-Q 2825.11 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 33835.27 151 - 179 Days 2264.08 91-180 Days C-1 3927.05 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 92633.08 151 - 179 Days 8325.79 91-180 Days CB-4 17665.35 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 32044.41 151 - 179 Days 1716.66 30-90 Days E-10 4678.70 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 104079.26 151 - 179 Days 3795.73 91-180 Days E-3 15765.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 51594.73 151 - 179 Days 1640.37 91-180 Days E-4 5478.32 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 112878.85 151 - 179 Days 10483.57 30-90 Days E-5 8349.17 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 10937.66 151 - 179 Days 961.14 Open E-6 1321.38 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 43622.01 151 - 179 Days 2745.76 91-180 Days E-7 137.74 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 54370.32 151 - 179 Days 4391.76 91-180 Days E-8 7591.13 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 85988.96 151 - 179 Days 2440.26 30-90 Days E-9 14757.55 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 35045.89 151 - 179 Days 3068.21 <30 Days G-4 2826.07 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 1336.55 151 - 179 Days 139.98 Open IG-3 232.64 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 111670.96 151 - 179 Days 15723.08 91-180 Days IG-4 10534.16 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 55139.14 151 - 179 Days 5590.52 Open IG-5 8432.43 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 40604.62 151 - 179 Days 2936.40 91-180 Days IG-6 6288.96 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 98704.75 151 - 179 Days 10532.81 91-180 Days IG-7 2972.69 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 70067.68 151 - 179 Days 3439.42 91-180 Days IG-8 805.17 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 12436.19 151 - 179 Days 1305.24 Open L-1 1557.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 79330.93 151 - 179 Days 8077.13 Open L-10 3612.10 No Legal