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 Yes 79606.86 Day 40 273.91 91-180 Days N-4 10802.77 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 80268.98 Day 40 4497.88 91-180 Days N-5 10151.96 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 48766.45 Day 40 1564.20 Open N-6 6600.75 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 5259.34 Day 40 132.85 91-180 Days N-7 178.09 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 37436.14 Day 40 1051.02 30-90 Days P-1 3419.46 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 102923.87 Day 40 7569.86 30-90 Days P-2 15792.74 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 26283.13 Day 40 2586.09 <30 Days S-8 441.27 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 112102.40 Day 40 13810.25 Open Y-1 15743.76 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 42606.60 Day 40 5755.49 Open Y-2 1177.41 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 62571.12 Day 40 6060.13 30-90 Days Y-3 3824.99 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 6988.50 Day 40 999.65 30-90 Days Y-4 1364.13 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 36972.50 Day 40 4217.14 <30 Days Z-1 3224.29 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 104413.62 Day 40 13615.76 91-180 Days A-2 15666.12 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 112869.25 Day 40 16590.25 91-180 Days A-3 20212.02 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 44519.28 Day 40 4698.49 <30 Days A-4 5955.95 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 37440.80 Day 40 1645.15 <30 Days A-5 1460.37 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 96544.69 Day 40 1692.39 <30 Days CB-1 9547.78 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 22526.21 Day 40 2898.59 Open CB-2 1947.04 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 106095.27 Day 40 2604.06 Open CB-3 12273.32 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 38693.69 Day 40 4441.70 30-90 Days E-1 5824.65 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 18214.77 Day 40 2121.31 Open E-2 1957.83 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 1994.37 Day 40 108.46 30-90 Days G-1 235.95 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 26191.53 Day 40 1599.02 30-90 Days G-2 31.88 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 40651.55 Day 40 1248.77 Open G-3 3460.16 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 70660.00 Day 40 5437.37 30-90 Days IG-1 8078.47 No Finance