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 59777.40 Day 30 8250.65 Open G-4 10484.99 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 111108.31 Day 30 3358.61 91-180 Days IG-3 7672.26 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 38702.36 Day 30 4328.64 91-180 Days IG-4 2618.79 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 54697.37 Day 30 4065.05 30-90 Days IG-5 1303.64 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 70245.70 Day 30 5231.01 30-90 Days IG-6 11575.97 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 109540.84 Day 30 11334.94 <30 Days IG-7 7400.72 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 50835.85 Day 30 1139.74 30-90 Days IG-8 2397.40 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 7918.73 Day 30 528.10 <30 Days L-1 877.62 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 58620.46 Day 30 4928.08 <30 Days L-10 2264.48 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 83101.70 Day 30 7946.19 <30 Days L-11 12258.20 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 112896.36 Day 30 10283.06 30-90 Days L-2 5081.77 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 73548.49 Day 30 3105.35 Open L-3 1457.06 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 31769.41 Day 30 1230.34 <30 Days L-4 6038.66 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 90254.73 Day 30 5644.97 Open L-5 14748.85 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 28123.97 Day 30 4018.40 Open L-6 2055.29 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 104466.00 Day 30 8248.20 30-90 Days L-7 14300.62 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 29892.33 Day 30 1298.05 30-90 Days L-8 2949.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 21880.03 Day 30 509.56 91-180 Days L-9 2654.83 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 1569.67 Day 30 91.76 Open LC-1 262.73 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 30724.04 Day 30 1819.47 91-180 Days LC-2 5225.50 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 88912.96 Day 30 4772.07 Open N-1 2487.80 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 27477.42 Day 30 414.16 <30 Days N-2 800.03 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 43102.35 Day 30 5814.29 30-90 Days N-3 8147.16 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 40456.63 Day 30 1151.22 30-90 Days N-4 1231.51 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 61841.75 Day 30 6019.14 <30 Days N-5 11012.94 No Risk Management