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 Yes 40351.37 151 - 179 Days 5411.00 91-180 Days N-5 1106.80 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 105744.37 151 - 179 Days 839.79 <30 Days N-6 6196.71 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 47415.85 151 - 179 Days 4099.04 Open N-7 6932.04 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 14218.93 151 - 179 Days 1234.89 <30 Days P-1 1563.92 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 51159.07 151 - 179 Days 463.74 Open P-2 3940.41 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 39265.00 151 - 179 Days 2822.72 <30 Days S-8 3720.16 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 4791.37 151 - 179 Days 269.45 Open Y-1 166.06 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 34572.29 151 - 179 Days 3294.52 Open Y-2 2871.57 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 44079.91 151 - 179 Days 1320.65 91-180 Days Y-3 7232.85 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 113474.83 151 - 179 Days 8848.41 91-180 Days Y-4 13168.99 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 14810.76 151 - 179 Days 404.66 <30 Days Z-1 1435.48 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 18544.85 151 - 179 Days 114.77 30-90 Days A-2 3011.18 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 81620.11 151 - 179 Days 4740.56 91-180 Days A-3 11586.94 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 62388.83 151 - 179 Days 3648.30 Open A-4 3723.96 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 72587.37 151 - 179 Days 708.98 30-90 Days A-5 11351.77 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 1444.70 151 - 179 Days 0.18 Open CB-1 258.28 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 43577.42 151 - 179 Days 3257.63 91-180 Days CB-2 2091.76 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 105758.59 151 - 179 Days 9468.78 Open CB-3 15403.89 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 238.44 151 - 179 Days 26.82 91-180 Days E-1 44.75 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 83264.54 151 - 179 Days 8561.51 <30 Days E-2 10287.59 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 17453.06 151 - 179 Days 1118.99 91-180 Days G-1 1889.87 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 24546.13 151 - 179 Days 2412.60 91-180 Days G-2 4549.34 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 72226.02 151 - 179 Days 7486.98 91-180 Days G-3 2045.60 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 63516.35 151 - 179 Days 8933.73 91-180 Days IG-1 543.66 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 36301.48 151 - 179 Days 2166.23 30-90 Days IG-2 4715.28 Yes Liberty Wealth Management LLC Treasury