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 Broker-Dealer No 72480.11 >= 1 Yr <= 2 Yr 9734.44 <30 Days P-2 13567.25 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 25072.23 >= 1 Yr <= 2 Yr 3421.09 <30 Days S-8 1249.89 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 100966.32 >= 1 Yr <= 2 Yr 11925.81 <30 Days Y-1 2117.27 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 37292.93 >= 1 Yr <= 2 Yr 4547.03 <30 Days Y-2 2194.00 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 8613.81 >= 1 Yr <= 2 Yr 257.14 Open Y-3 780.11 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 7128.93 >= 1 Yr <= 2 Yr 293.03 91-180 Days Y-4 108.01 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 101483.38 >= 1 Yr <= 2 Yr 10449.64 30-90 Days Z-1 3748.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 52107.15 >= 1 Yr <= 2 Yr 3854.04 <30 Days A-2 8298.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 45175.78 >= 1 Yr <= 2 Yr 2763.85 Open A-3 4983.05 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 57057.83 >= 1 Yr <= 2 Yr 5726.21 30-90 Days A-4 10338.02 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 26456.28 >= 1 Yr <= 2 Yr 1612.52 Open A-5 75.55 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 70697.39 >= 1 Yr <= 2 Yr 129.31 91-180 Days CB-1 1623.36 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 40961.93 >= 1 Yr <= 2 Yr 1302.89 91-180 Days CB-2 3638.31 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 52800.27 >= 1 Yr <= 2 Yr 5916.17 91-180 Days CB-3 1972.76 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 29546.19 >= 1 Yr <= 2 Yr 2117.09 91-180 Days E-1 22.86 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 16524.42 >= 1 Yr <= 2 Yr 1049.45 <30 Days E-2 1291.76 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 85360.08 >= 1 Yr <= 2 Yr 4581.48 30-90 Days G-1 810.48 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 47724.14 >= 1 Yr <= 2 Yr 1417.00 <30 Days G-2 8607.29 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 11599.56 >= 1 Yr <= 2 Yr 547.83 91-180 Days G-3 1866.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 86920.13 >= 1 Yr <= 2 Yr 8260.44 30-90 Days IG-1 16681.65 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 9237.40 >= 1 Yr <= 2 Yr 102.31 91-180 Days IG-2 1007.28 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 1160.05 >= 1 Yr <= 2 Yr 24.46 Open S-1 157.54 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 61305.07 >= 1 Yr <= 2 Yr 383.04 30-90 Days S-2 7011.59 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 103005.30 >= 1 Yr <= 2 Yr 12143.94 30-90 Days S-3 18669.21 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 58845.62 >= 1 Yr <= 2 Yr 520.16 30-90 Days S-4 6562.02 Yes Liberty International Finance Ltd. Treasury