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 Broker-Dealer No 93084.94 Day 6 8200.98 91-180 Days S-1 16412.97 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 44754.92 Day 6 5256.06 30-90 Days S-2 6744.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 94409.81 Day 6 8027.33 Open S-3 4604.11 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 44632.37 Day 6 5630.03 <30 Days S-4 6407.00 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 24009.78 Day 6 3496.23 Open S-5 598.74 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 56260.29 Day 6 286.97 30-90 Days S-6 9114.08 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 29247.09 Day 6 4377.20 30-90 Days S-7 5206.84 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 6409.05 Day 7 809.87 30-90 Days A-0-Q 87.30 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 53894.28 Day 7 5306.83 30-90 Days A-1-Q 10283.34 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 23941.99 Day 7 510.34 30-90 Days A-2-Q 3904.28 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 67087.73 Day 7 950.19 91-180 Days A-3-Q 4790.10 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 43887.68 Day 7 5338.11 30-90 Days A-4-Q 5505.55 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 34457.64 Day 7 2686.56 30-90 Days A-5-Q 1783.01 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 105507.35 Day 7 11802.22 Open CB-1-Q 2401.59 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 58114.24 Day 7 4816.72 Open CB-2-Q 5781.74 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 86674.20 Day 7 5843.93 30-90 Days S-1-Q 8459.96 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 106480.27 Day 7 13474.51 30-90 Days S-2-Q 19899.32 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 66072.73 Day 7 1157.45 91-180 Days S-3-Q 11049.00 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 6211.87 Day 7 164.73 91-180 Days S-4-Q 143.18 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 34234.32 Day 7 2385.55 30-90 Days CB-3-Q 6591.93 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 25081.91 Day 7 1336.95 <30 Days G-1-Q 4777.81 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 86761.15 Day 7 9623.33 91-180 Days G-2-Q 13514.41 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 94745.38 Day 7 2789.84 91-180 Days G-3-Q 3227.71 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 26284.70 Day 7 3011.51 Open S-5-Q 5060.87 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 98868.90 Day 7 5672.89 30-90 Days S-6-Q 9326.28 Yes Liberty Wealth Management LLC Risk Management