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 90688.34 Day 59 11716.84 91-180 Days Y-3 15878.06 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 15484.13 Day 59 1565.84 30-90 Days Y-4 1058.46 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 14084.76 Day 59 1181.33 91-180 Days Z-1 1070.84 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 54913.68 Day 59 4890.32 30-90 Days A-2 4991.43 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 73574.08 Day 59 2390.67 Open A-3 11112.52 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 60748.56 Day 59 7734.84 Open A-4 2989.00 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 28174.44 Day 59 833.21 <30 Days A-5 2002.57 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 86831.69 Day 59 11245.76 <30 Days CB-1 14225.78 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 77353.47 Day 59 897.37 91-180 Days CB-2 4522.42 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 110630.06 Day 59 8231.09 Open CB-3 4268.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 33000.33 Day 59 741.40 91-180 Days E-1 953.23 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 8033.33 Day 59 188.19 91-180 Days E-2 707.46 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 27877.89 Day 59 3472.25 Open G-1 1227.57 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 20550.28 Day 59 252.52 <30 Days G-2 1329.28 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 79490.43 Day 59 8778.42 91-180 Days G-3 14424.28 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 113489.16 Day 59 4449.85 91-180 Days IG-1 13255.98 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 104728.73 Day 59 395.07 30-90 Days IG-2 11135.46 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 44588.23 Day 59 3958.44 91-180 Days S-1 7020.10 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 52266.12 Day 59 1524.39 30-90 Days S-2 9608.59 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 27841.48 Day 59 3271.32 <30 Days S-3 1246.27 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 55452.22 Day 59 4165.29 <30 Days S-4 8846.61 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 73204.38 Day 59 7072.74 91-180 Days S-5 7097.38 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 72759.33 Day 59 1850.20 91-180 Days S-6 4921.32 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 102753.50 Day 59 3590.46 <30 Days S-7 17065.11 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 20833.31 Day 60 1829.88 91-180 Days A-0-Q 5.59 No Treasury