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 43595.18 Day 28 4373.73 Open L-8 3054.38 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 94722.10 Day 28 4970.25 91-180 Days L-9 8909.40 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 81435.36 Day 28 5332.59 30-90 Days LC-1 13090.20 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 96223.07 Day 28 8575.21 <30 Days LC-2 17228.04 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 95006.95 Day 28 6965.26 30-90 Days N-1 15635.36 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 103900.08 Day 28 544.98 91-180 Days N-2 759.90 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 44894.19 Day 28 1594.45 91-180 Days N-3 8088.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 47526.22 Day 28 3333.18 <30 Days N-4 3629.92 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 77447.69 Day 28 4437.93 91-180 Days N-5 9844.34 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 80741.16 Day 28 9222.96 30-90 Days N-6 14947.85 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 86654.34 Day 28 8675.64 Open N-7 7622.84 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 110437.51 Day 28 13767.21 91-180 Days P-1 3819.83 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 99428.93 Day 28 6371.82 91-180 Days P-2 11874.90 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 31590.18 Day 28 3568.84 <30 Days S-8 4591.15 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 17776.81 Day 28 1911.86 Open Y-1 627.95 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 102674.74 Day 28 8319.97 <30 Days Y-2 14504.92 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 41064.61 Day 28 1572.84 91-180 Days Y-3 4980.60 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 106714.97 Day 28 4108.17 91-180 Days Y-4 14339.04 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 78697.59 Day 28 30.20 91-180 Days Z-1 12569.91 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 44343.74 Day 28 2475.68 <30 Days A-2 7396.45 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 77757.49 Day 28 6849.37 Open A-3 7106.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 99450.66 Day 28 3026.85 <30 Days A-4 12682.92 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 63149.81 Day 28 4596.55 Open A-5 3160.33 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 75211.08 Day 28 4250.68 91-180 Days CB-1 9982.62 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 14076.80 Day 28 135.80 <30 Days CB-2 26.02 Yes Liberty Mortgage Services Corp. Treasury