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 Retail No 100968.73 Day 27 7996.95 <30 Days Z-1 2987.14 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 36786.79 Day 27 3781.25 30-90 Days A-2 2393.13 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 100867.04 Day 27 13087.32 91-180 Days A-3 4959.99 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 59849.38 Day 27 5667.40 30-90 Days A-4 848.03 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 100418.40 Day 27 4195.57 Open A-5 3005.27 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 238.04 Day 27 11.72 Open CB-1 47.00 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 96417.75 Day 27 842.81 91-180 Days CB-2 4241.42 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 1487.16 Day 27 206.53 30-90 Days CB-3 97.66 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 3029.50 Day 27 151.03 30-90 Days E-1 399.98 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 104389.71 Day 27 5288.13 91-180 Days E-2 17913.91 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 92201.39 Day 27 104.67 91-180 Days G-1 5746.43 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 74799.75 Day 27 6355.28 91-180 Days G-2 14854.81 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 99527.64 Day 27 14366.95 91-180 Days G-3 7214.28 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 79959.81 Day 27 4796.51 Open IG-1 2724.65 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 90592.12 Day 27 7203.00 30-90 Days IG-2 17768.00 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 111997.98 Day 27 9119.39 <30 Days S-1 5916.12 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 86246.83 Day 27 5879.69 30-90 Days S-2 8652.95 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 44873.24 Day 27 4969.52 Open S-3 5207.69 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 91777.36 Day 27 7714.77 30-90 Days S-4 4727.95 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 4790.12 Day 27 700.07 91-180 Days S-5 821.00 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 28860.31 Day 27 1380.70 Open S-6 2244.79 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 30554.14 Day 27 196.75 Open S-7 6047.14 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 22395.74 Day 28 1886.85 Open A-0-Q 1953.55 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 66221.32 Day 28 9652.17 30-90 Days A-1-Q 11827.37 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 47823.59 Day 28 4322.56 Open A-2-Q 6988.73 Yes Liberty Capital Markets Inc. Finance