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 36845.63 75 - 82 Days 5205.59 30-90 Days N-7 3197.68 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 75323.60 75 - 82 Days 7662.54 91-180 Days P-1 13038.21 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 11380.47 75 - 82 Days 338.01 30-90 Days P-2 9.73 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 112848.79 75 - 82 Days 14525.68 91-180 Days S-8 4483.70 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 50131.29 75 - 82 Days 4281.44 Open Y-1 3673.47 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 77614.56 75 - 82 Days 8465.72 30-90 Days Y-2 433.85 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 32983.04 75 - 82 Days 2724.14 30-90 Days Y-3 4608.81 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 83978.28 75 - 82 Days 763.11 Open Y-4 692.67 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 38447.68 75 - 82 Days 103.85 Open Z-1 1741.55 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 85102.40 75 - 82 Days 10313.19 91-180 Days A-2 8237.05 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 75614.33 75 - 82 Days 2783.38 <30 Days A-3 8818.22 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 104364.16 75 - 82 Days 12827.84 <30 Days A-4 14624.38 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 109238.81 75 - 82 Days 11734.08 30-90 Days A-5 2318.55 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 18211.95 75 - 82 Days 2079.14 <30 Days CB-1 3292.44 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 4749.58 75 - 82 Days 524.83 30-90 Days CB-2 244.82 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 13550.37 75 - 82 Days 919.89 Open CB-3 670.55 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 102489.74 75 - 82 Days 3473.60 91-180 Days E-1 10738.93 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 27082.32 75 - 82 Days 1044.73 Open E-2 2903.42 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 68373.70 75 - 82 Days 10178.95 Open G-1 4202.28 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 26084.89 75 - 82 Days 1808.81 91-180 Days G-2 799.94 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 74466.18 75 - 82 Days 137.46 30-90 Days G-3 4284.78 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 52870.76 75 - 82 Days 4115.37 30-90 Days IG-1 1128.35 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 46677.83 75 - 82 Days 3188.08 Open IG-2 1565.67 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 94020.50 75 - 82 Days 1853.73 30-90 Days S-1 2769.99 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 78622.90 75 - 82 Days 4370.19 Open S-2 10065.60 Yes Liberty International Finance Ltd. Risk Management