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 4260.96 Day 31 282.35 Open P-2 86.85 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 80780.80 Day 31 610.10 Open S-8 12645.12 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 80249.38 Day 31 4054.65 91-180 Days Y-1 3323.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 69712.35 Day 31 6457.32 30-90 Days Y-2 11952.38 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 66229.72 Day 31 27.66 30-90 Days Y-3 624.58 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 91112.20 Day 31 552.99 <30 Days Y-4 13794.17 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 106710.24 Day 31 8395.92 30-90 Days Z-1 15329.41 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 6043.18 Day 31 126.05 91-180 Days A-2 101.83 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 44838.99 Day 31 6464.43 30-90 Days A-3 5691.09 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 101175.73 Day 31 10211.02 Open A-4 14833.49 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 15126.68 Day 31 687.37 Open A-5 2645.01 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 60337.30 Day 31 6934.12 30-90 Days CB-1 5940.17 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 100466.60 Day 31 220.95 30-90 Days CB-2 14300.73 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 29656.81 Day 31 3019.11 <30 Days CB-3 4177.40 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 29657.54 Day 31 2517.64 91-180 Days E-1 4022.39 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 106166.69 Day 31 6435.41 Open E-2 14670.73 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 5731.59 Day 31 532.33 <30 Days G-1 358.45 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 31495.04 Day 31 1871.30 <30 Days G-2 6042.99 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 52202.52 Day 31 2614.59 91-180 Days G-3 1129.78 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 82065.26 Day 31 8715.37 91-180 Days IG-1 10328.58 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 1698.26 Day 31 156.45 Open IG-2 34.49 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 4981.41 Day 31 477.33 91-180 Days S-1 321.21 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 99088.67 Day 31 10150.78 Open S-2 14730.90 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 96863.97 Day 31 4094.07 Open S-3 8948.98 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 69009.94 Day 31 2724.26 <30 Days S-4 6513.10 No Finance