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 106797.77 180 - 270 Days 124.70 30-90 Days A-2 10348.86 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 103920.83 180 - 270 Days 15409.69 Open A-3 5489.28 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 75540.74 180 - 270 Days 3849.84 91-180 Days A-4 6984.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 113360.61 180 - 270 Days 1975.82 Open A-5 10681.82 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 100365.40 180 - 270 Days 14404.35 30-90 Days CB-1 10126.32 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 93254.00 180 - 270 Days 9806.48 Open CB-2 15690.81 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 13097.40 180 - 270 Days 691.96 <30 Days CB-3 2270.24 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 45282.86 180 - 270 Days 565.41 30-90 Days E-1 2367.28 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 33637.29 180 - 270 Days 1758.93 30-90 Days E-2 6146.02 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 38587.19 180 - 270 Days 4454.43 91-180 Days G-1 4566.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 32318.71 180 - 270 Days 3532.83 91-180 Days G-2 14.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 103355.41 180 - 270 Days 13445.26 Open G-3 7842.94 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 94303.46 180 - 270 Days 11691.60 91-180 Days IG-1 2905.10 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 106922.36 180 - 270 Days 15797.04 <30 Days IG-2 12526.62 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 105319.75 180 - 270 Days 428.70 91-180 Days S-1 12547.01 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 37879.84 180 - 270 Days 232.84 <30 Days S-2 6128.02 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 83307.97 180 - 270 Days 7439.70 Open S-3 3537.02 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 53586.56 180 - 270 Days 6469.70 30-90 Days S-4 757.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 106208.14 180 - 270 Days 6225.83 <30 Days S-5 1354.82 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 105130.79 180 - 270 Days 6394.41 91-180 Days S-6 6965.21 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 27643.13 180 - 270 Days 2269.50 Open S-7 5444.22 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 84120.22 271 - 364 Days 11881.37 91-180 Days A-0-Q 15940.45 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 45719.40 271 - 364 Days 3940.32 <30 Days A-1-Q 8015.05 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 41291.21 271 - 364 Days 5181.56 30-90 Days A-2-Q 3678.94 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 86901.01 271 - 364 Days 6868.82 91-180 Days A-3-Q 1388.67 No Risk Management