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 Sovereign No 108341.10 Day 9 8275.64 91-180 Days G-1 3015.54 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 103431.15 Day 9 7016.90 <30 Days G-2 3928.04 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 82390.20 Day 9 9738.50 <30 Days G-3 2143.81 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 88238.18 Day 9 9499.51 Open IG-1 5903.74 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 71833.84 Day 9 7267.91 Open IG-2 11466.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 10766.72 Day 9 299.38 <30 Days S-1 135.27 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 42178.40 Day 9 5818.77 91-180 Days S-2 6440.90 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 42559.27 Day 9 4048.64 91-180 Days S-3 7325.87 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 83136.54 Day 9 3134.26 <30 Days S-4 11192.38 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 71919.80 Day 9 4066.98 30-90 Days S-5 12643.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 71626.52 Day 9 5852.23 91-180 Days S-6 10557.22 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 58107.37 Day 9 3935.65 Open S-7 6068.19 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 90085.74 Day 10 5097.39 30-90 Days A-0-Q 15438.47 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 69286.44 Day 10 1386.26 91-180 Days A-1-Q 6925.37 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 85997.28 Day 10 12260.45 Open A-2-Q 7133.41 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 310.93 Day 10 14.93 <30 Days A-3-Q 1.40 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 94100.20 Day 10 11489.28 Open A-4-Q 1423.71 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 34056.78 Day 10 1441.38 <30 Days A-5-Q 126.16 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 91458.84 Day 10 11499.05 91-180 Days CB-1-Q 17914.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 50113.91 Day 10 6013.03 Open CB-2-Q 9478.67 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 46143.74 Day 10 6651.10 <30 Days S-1-Q 2472.42 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 79434.77 Day 10 9456.86 91-180 Days S-2-Q 6093.57 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 41858.30 Day 10 1519.76 Open S-3-Q 3288.99 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 66494.11 Day 10 8592.64 30-90 Days S-4-Q 8100.85 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 64219.51 Day 10 5993.93 30-90 Days CB-3-Q 10007.20 No Risk Management