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 22929.46 Day 48 1404.00 30-90 Days L-3 2700.60 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 19563.18 Day 48 357.20 Open L-4 764.88 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 104033.26 Day 48 12483.06 91-180 Days L-5 1639.56 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 86069.21 Day 48 9805.40 <30 Days L-6 589.59 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 93326.92 Day 48 8359.70 Open L-7 7511.92 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 23817.15 Day 48 1607.25 91-180 Days L-8 3538.03 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 7631.88 Day 48 772.38 30-90 Days L-9 272.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 46840.30 Day 48 109.24 91-180 Days LC-1 7375.09 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 33046.21 Day 48 3563.79 91-180 Days LC-2 5657.34 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 89411.45 Day 48 10053.82 <30 Days N-1 6291.65 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 61730.31 Day 48 7152.40 Open N-2 1110.43 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 7083.73 Day 48 1060.79 30-90 Days N-3 140.01 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 66780.11 Day 48 8089.14 Open N-4 7734.51 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 9242.79 Day 48 1298.71 91-180 Days N-5 46.46 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 107105.02 Day 48 3574.15 30-90 Days N-6 1724.47 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 18187.53 Day 48 2176.07 30-90 Days N-7 2989.40 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 47583.97 Day 48 6739.55 Open P-1 5639.21 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 19505.74 Day 48 2869.01 91-180 Days P-2 437.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 61170.96 Day 48 8162.42 Open S-8 2993.50 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 13604.00 Day 48 237.18 <30 Days Y-1 1371.85 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 93940.63 Day 48 5533.19 Open Y-2 16442.79 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 103880.38 Day 48 9532.61 <30 Days Y-3 2706.47 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 68976.41 Day 48 5946.08 91-180 Days Y-4 9071.60 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 63699.48 Day 48 7492.34 Open Z-1 5024.71 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 111709.25 Day 48 13722.02 91-180 Days A-2 16089.02 Yes Liberty Capital Markets Inc. Operations