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 Non-Financial Corporate Yes 92375.89 >= 1 Yr <= 2 Yr 5345.72 91-180 Days S-6 12523.32 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 78526.76 >= 1 Yr <= 2 Yr 10519.42 91-180 Days S-7 2411.20 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 36483.27 >2 Yr <= 3 Yr 4242.13 Open A-0-Q 6203.33 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 71679.64 >2 Yr <= 3 Yr 10573.62 Open A-1-Q 9424.81 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 47199.66 >2 Yr <= 3 Yr 250.14 <30 Days A-2-Q 1004.55 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 17079.40 >2 Yr <= 3 Yr 1459.10 91-180 Days A-3-Q 1788.37 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 59653.35 >2 Yr <= 3 Yr 5293.23 30-90 Days A-4-Q 7221.33 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 73276.56 >2 Yr <= 3 Yr 10298.33 30-90 Days A-5-Q 588.08 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 9874.06 >2 Yr <= 3 Yr 477.65 30-90 Days CB-1-Q 17.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 34697.66 >2 Yr <= 3 Yr 3687.67 Open CB-2-Q 127.95 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 105005.08 >2 Yr <= 3 Yr 777.61 <30 Days S-1-Q 7717.26 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 72500.92 >2 Yr <= 3 Yr 6533.91 Open S-2-Q 2510.23 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 89157.95 >2 Yr <= 3 Yr 19.32 30-90 Days S-3-Q 12822.41 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 50778.66 >2 Yr <= 3 Yr 903.97 <30 Days S-4-Q 10073.63 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 46439.35 >2 Yr <= 3 Yr 4340.78 30-90 Days CB-3-Q 674.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 106033.30 >2 Yr <= 3 Yr 12295.86 Open G-1-Q 7516.10 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 9379.80 >2 Yr <= 3 Yr 1120.57 30-90 Days G-2-Q 124.60 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 106435.90 >2 Yr <= 3 Yr 8734.65 30-90 Days G-3-Q 5734.15 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 55474.23 >2 Yr <= 3 Yr 1605.41 30-90 Days S-5-Q 9340.99 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 108618.06 >2 Yr <= 3 Yr 5204.62 30-90 Days S-6-Q 18569.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 2935.39 >2 Yr <= 3 Yr 104.66 Open S-7-Q 579.74 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 87604.25 >2 Yr <= 3 Yr 11972.21 <30 Days E-1-Q 14403.60 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 35710.31 >2 Yr <= 3 Yr 2312.09 30-90 Days E-2-Q 3831.76 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 52399.08 >2 Yr <= 3 Yr 7425.36 30-90 Days IG-1-Q 4661.58 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 60806.20 >2 Yr <= 3 Yr 7270.13 Open IG-2-Q 3445.56 Yes Liberty Capital Markets Inc. Treasury