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 Investment Company or Advisor No 20904.53 75 - 82 Days 2906.63 91-180 Days E-2-Q 1463.67 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 100306.12 75 - 82 Days 3629.13 <30 Days IG-1-Q 11314.80 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 106774.63 75 - 82 Days 12287.64 30-90 Days IG-2-Q 7313.97 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 104050.44 75 - 82 Days 7270.12 30-90 Days C-1 9157.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 5758.81 75 - 82 Days 538.93 <30 Days CB-4 315.05 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 23056.83 75 - 82 Days 1366.80 91-180 Days E-10 3435.37 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 55927.17 75 - 82 Days 4134.72 Open E-3 2110.64 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 94956.84 75 - 82 Days 5169.05 Open E-4 10662.86 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 90763.65 75 - 82 Days 961.63 Open E-5 11513.40 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 27216.92 75 - 82 Days 1220.57 <30 Days E-6 4142.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 111493.41 75 - 82 Days 14198.51 Open E-7 10509.10 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 52078.62 75 - 82 Days 6764.08 30-90 Days E-8 5507.73 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 76501.99 75 - 82 Days 2548.28 Open E-9 10050.75 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 90151.32 75 - 82 Days 9352.71 30-90 Days G-4 11338.53 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 52944.66 75 - 82 Days 3863.14 91-180 Days IG-3 8282.19 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 20075.72 75 - 82 Days 645.71 91-180 Days IG-4 25.00 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 98931.14 75 - 82 Days 11477.31 <30 Days IG-5 1237.58 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 104555.88 75 - 82 Days 13947.47 91-180 Days IG-6 12586.00 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 106906.94 75 - 82 Days 14399.76 91-180 Days IG-7 3317.61 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 12446.56 75 - 82 Days 1798.67 30-90 Days IG-8 1981.42 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 94726.11 75 - 82 Days 10157.72 30-90 Days L-1 12814.25 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 77798.82 75 - 82 Days 11555.05 <30 Days L-10 8047.45 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 70498.30 75 - 82 Days 6980.83 30-90 Days L-11 548.35 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 83075.90 75 - 82 Days 11840.48 Open L-2 1532.45 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 98042.55 75 - 82 Days 1566.10 91-180 Days L-3 19481.26 No Risk Management