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 56182.95 >3 Yr <= 4 Yr 5323.93 91-180 Days IG-2-Q 3476.15 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 42217.72 >3 Yr <= 4 Yr 3257.70 91-180 Days C-1 3488.85 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 34917.26 >3 Yr <= 4 Yr 2292.24 <30 Days CB-4 5930.19 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 93692.81 >3 Yr <= 4 Yr 3971.18 <30 Days E-10 15337.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 26376.87 >3 Yr <= 4 Yr 371.06 <30 Days E-3 2553.54 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 41137.59 >3 Yr <= 4 Yr 368.43 Open E-4 6359.23 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 53007.31 >3 Yr <= 4 Yr 6344.79 91-180 Days E-5 3292.67 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 42932.07 >3 Yr <= 4 Yr 6354.01 91-180 Days E-6 827.60 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 111781.45 >3 Yr <= 4 Yr 13940.70 <30 Days E-7 21000.08 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 67045.53 >3 Yr <= 4 Yr 1492.41 30-90 Days E-8 3336.49 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 87819.94 >3 Yr <= 4 Yr 3918.20 30-90 Days E-9 16719.76 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 78917.65 >3 Yr <= 4 Yr 9067.95 <30 Days G-4 10243.39 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 28638.13 >3 Yr <= 4 Yr 2687.08 Open IG-3 5499.19 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 40494.02 >3 Yr <= 4 Yr 3567.67 Open IG-4 2927.36 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 45470.13 >3 Yr <= 4 Yr 5417.46 Open IG-5 8286.91 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 73671.36 >3 Yr <= 4 Yr 3285.85 91-180 Days IG-6 11515.43 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 57430.24 >3 Yr <= 4 Yr 2965.47 91-180 Days IG-7 10462.43 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 96803.47 >3 Yr <= 4 Yr 8932.67 <30 Days IG-8 14195.54 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 64093.54 >3 Yr <= 4 Yr 288.59 30-90 Days L-1 4575.51 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 3419.10 >3 Yr <= 4 Yr 104.70 30-90 Days L-10 652.27 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 101304.76 >3 Yr <= 4 Yr 8226.48 <30 Days L-11 12631.66 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 99741.40 >3 Yr <= 4 Yr 1989.20 30-90 Days L-2 12446.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 19273.89 >3 Yr <= 4 Yr 2730.17 <30 Days L-3 1170.59 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 62511.90 >3 Yr <= 4 Yr 8346.70 91-180 Days L-4 8192.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 97631.54 >3 Yr <= 4 Yr 6853.52 Open L-5 18728.41 No Finance