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 16411.95 Day 27 1281.75 <30 Days S-7 2862.39 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 94279.73 Day 28 7312.20 91-180 Days A-0-Q 6482.25 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 76452.65 Day 28 4097.97 <30 Days A-1-Q 8106.30 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 93113.20 Day 28 4751.10 Open A-2-Q 9236.32 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 39234.51 Day 28 1560.15 Open A-3-Q 1770.27 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 12319.57 Day 28 387.79 Open A-4-Q 1584.87 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 55954.77 Day 28 1349.37 Open A-5-Q 8130.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 91152.33 Day 28 7891.37 <30 Days CB-1-Q 11808.15 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 61907.65 Day 28 1929.61 <30 Days CB-2-Q 9376.91 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 79217.83 Day 28 10374.26 30-90 Days S-1-Q 341.71 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 86647.30 Day 28 12158.76 Open S-2-Q 6450.25 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 45200.59 Day 28 3063.25 <30 Days S-3-Q 990.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 15038.90 Day 28 190.45 Open S-4-Q 2568.28 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 68888.19 Day 28 7096.09 <30 Days CB-3-Q 3763.54 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 40895.01 Day 28 1021.47 30-90 Days G-1-Q 7479.23 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 97268.78 Day 28 3884.58 Open G-2-Q 15905.95 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 21551.34 Day 28 531.38 30-90 Days G-3-Q 34.74 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 113530.26 Day 28 4607.39 Open S-5-Q 5901.23 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 67520.66 Day 28 4541.31 30-90 Days S-6-Q 12923.91 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 109340.24 Day 28 12761.46 Open S-7-Q 11278.39 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 34276.56 Day 28 1002.37 Open E-1-Q 2628.37 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 51742.43 Day 28 3722.68 <30 Days E-2-Q 4916.37 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 50363.84 Day 28 121.32 <30 Days IG-1-Q 3416.77 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 7060.86 Day 28 704.88 <30 Days IG-2-Q 734.70 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 28026.03 Day 28 1301.13 Open C-1 60.12 No Risk Management