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 56302.60 Day 30 7340.56 30-90 Days IG-1-Q 11110.73 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 28613.12 Day 30 2822.19 91-180 Days IG-2-Q 4111.11 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 37723.39 Day 30 4927.30 91-180 Days C-1 6268.23 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 45710.98 Day 30 2986.61 Open CB-4 1162.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 60483.91 Day 30 184.70 30-90 Days E-10 11427.06 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 103594.31 Day 30 13490.12 91-180 Days E-3 18064.87 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 13834.68 Day 30 155.15 Open E-4 777.36 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 99878.37 Day 30 9571.46 Open E-5 13932.11 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 50807.70 Day 30 47.13 <30 Days E-6 116.74 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 13297.21 Day 30 1887.76 30-90 Days E-7 1914.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 13237.15 Day 30 895.53 <30 Days E-8 1590.90 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 104782.06 Day 30 7015.71 30-90 Days E-9 3542.37 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 15345.72 Day 30 245.47 91-180 Days G-4 1142.05 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 73956.05 Day 30 1717.01 Open IG-3 5197.04 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 80744.11 Day 30 5394.04 91-180 Days IG-4 5897.45 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 106364.86 Day 30 10033.33 Open IG-5 17116.71 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 56114.16 Day 30 2303.24 Open IG-6 9211.38 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 50125.45 Day 30 2823.84 91-180 Days IG-7 3984.00 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 89397.24 Day 30 10261.77 30-90 Days IG-8 14945.18 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 98641.35 Day 30 4398.79 91-180 Days L-1 2117.69 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 83456.53 Day 30 8979.38 30-90 Days L-10 294.75 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 29022.22 Day 30 866.76 <30 Days L-11 2266.32 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 88477.31 Day 30 11014.93 Open L-2 10365.05 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 97945.39 Day 30 5519.62 <30 Days L-3 18387.73 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 110079.21 Day 30 9077.50 <30 Days L-4 17297.70 Yes Liberty Capital Markets Inc. Risk Management