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 69519.72 >3 Yr <= 4 Yr 10307.20 30-90 Days L-6 11526.68 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 20538.52 >3 Yr <= 4 Yr 1836.86 Open L-7 1601.58 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 52505.92 >3 Yr <= 4 Yr 3596.33 30-90 Days L-8 2271.06 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 12092.59 >3 Yr <= 4 Yr 225.25 <30 Days L-9 2166.96 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 19483.90 >3 Yr <= 4 Yr 1059.08 30-90 Days LC-1 1935.28 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 53397.00 >3 Yr <= 4 Yr 2645.39 <30 Days LC-2 319.00 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 24507.65 >3 Yr <= 4 Yr 2763.31 Open N-1 4442.50 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 19595.49 >3 Yr <= 4 Yr 2744.15 91-180 Days N-2 1917.45 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 32877.94 >3 Yr <= 4 Yr 2803.20 <30 Days N-3 938.17 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 30045.99 >3 Yr <= 4 Yr 3677.63 91-180 Days N-4 1886.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 34164.21 >3 Yr <= 4 Yr 45.80 Open N-5 1959.77 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 78507.70 >3 Yr <= 4 Yr 3267.04 30-90 Days N-6 8716.52 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 38359.07 >3 Yr <= 4 Yr 4218.25 Open N-7 5448.48 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 20597.24 >3 Yr <= 4 Yr 3004.32 91-180 Days P-1 1899.68 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 31104.77 >3 Yr <= 4 Yr 3446.53 30-90 Days P-2 2862.58 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 101731.83 >3 Yr <= 4 Yr 4406.35 Open S-8 17989.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 25413.99 >3 Yr <= 4 Yr 2719.38 91-180 Days Y-1 4185.60 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 101032.29 >3 Yr <= 4 Yr 1945.99 91-180 Days Y-2 18408.57 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 13146.35 >3 Yr <= 4 Yr 977.52 30-90 Days Y-3 567.77 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 4911.30 >3 Yr <= 4 Yr 136.96 91-180 Days Y-4 787.78 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 111573.90 >3 Yr <= 4 Yr 3402.33 Open Z-1 19508.79 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 63416.01 >3 Yr <= 4 Yr 8972.46 30-90 Days A-2 8422.60 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 41212.20 >3 Yr <= 4 Yr 2008.59 30-90 Days A-3 5593.86 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 110590.06 >3 Yr <= 4 Yr 16243.59 91-180 Days A-4 8000.44 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 79853.15 >3 Yr <= 4 Yr 2291.57 <30 Days A-5 12682.76 No Risk Management