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 80256.79 Day 48 1081.19 Open N-4 12049.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 56900.32 Day 48 3490.04 30-90 Days N-5 2461.59 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 20992.23 Day 48 2908.15 30-90 Days N-6 1247.19 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 51391.18 Day 48 4441.96 30-90 Days N-7 7493.47 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 32921.51 Day 48 1613.57 Open P-1 2706.94 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 90495.58 Day 48 4134.18 <30 Days P-2 14959.15 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 33254.59 Day 48 4409.89 30-90 Days S-8 6176.32 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 57128.86 Day 48 4028.90 91-180 Days Y-1 3562.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 61727.83 Day 48 3518.91 <30 Days Y-2 2474.76 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 73628.89 Day 48 1649.74 <30 Days Y-3 14261.92 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 58816.69 Day 48 6634.74 30-90 Days Y-4 2204.59 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 12418.49 Day 48 1129.65 Open Z-1 1562.47 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 55021.91 Day 48 5907.73 <30 Days A-2 6316.67 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 5033.77 Day 48 440.00 <30 Days A-3 252.70 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 103944.17 Day 48 4325.52 30-90 Days A-4 6601.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 34548.38 Day 48 3165.17 91-180 Days A-5 1958.79 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 26122.76 Day 48 3324.78 91-180 Days CB-1 4284.67 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 97177.73 Day 48 13681.29 91-180 Days CB-2 1896.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 61423.36 Day 48 8286.51 30-90 Days CB-3 2742.92 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 56088.30 Day 48 6023.53 Open E-1 9519.02 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 45471.49 Day 48 6073.26 <30 Days E-2 1619.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 101556.00 Day 48 8173.31 <30 Days G-1 4360.00 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 26744.59 Day 48 197.19 <30 Days G-2 1099.11 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 18727.16 Day 48 861.89 91-180 Days G-3 2947.26 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 101139.98 Day 48 11645.66 30-90 Days IG-1 8365.47 No Risk Management