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 105091.47 Day 41 8808.57 Open S-6-Q 9022.91 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 60664.94 Day 41 2505.24 91-180 Days S-7-Q 10196.42 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 75791.43 Day 41 5036.91 <30 Days E-1-Q 11640.88 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 18413.66 Day 41 1385.24 30-90 Days E-2-Q 178.39 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 60311.33 Day 41 6066.24 30-90 Days IG-1-Q 4950.05 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 30622.33 Day 41 3724.20 <30 Days IG-2-Q 4123.19 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 19557.81 Day 41 1307.84 30-90 Days C-1 3753.89 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 74302.00 Day 41 7412.36 <30 Days CB-4 6706.71 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 108584.14 Day 41 14052.56 91-180 Days E-10 18366.74 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 16383.59 Day 41 1453.48 91-180 Days E-3 3245.95 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 67634.91 Day 41 5497.74 91-180 Days E-4 1308.55 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 47817.87 Day 41 4046.59 30-90 Days E-5 7765.54 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 109300.34 Day 41 2882.48 <30 Days E-6 4304.89 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 38067.16 Day 41 3863.00 91-180 Days E-7 3883.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 112153.96 Day 41 3683.70 30-90 Days E-8 12167.02 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 18574.25 Day 41 1137.29 Open E-9 2916.49 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 2142.70 Day 41 91.70 Open G-4 254.27 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 88140.94 Day 41 9669.10 30-90 Days IG-3 5450.80 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 98930.96 Day 41 11245.89 30-90 Days IG-4 13723.62 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 36712.05 Day 41 5064.50 Open IG-5 3525.71 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 65670.32 Day 41 4350.01 <30 Days IG-6 4296.23 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 98626.30 Day 41 6027.60 91-180 Days IG-7 11569.56 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 48170.22 Day 41 5058.56 30-90 Days IG-8 2334.05 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 95490.21 Day 41 12134.60 <30 Days L-1 14027.32 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 95672.35 Day 41 11457.72 Open L-10 4009.45 Yes Liberty Mortgage Services Corp. Treasury