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 31146.89 180 - 270 Days 4453.80 30-90 Days Y-2 4327.13 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 106194.06 180 - 270 Days 5232.55 91-180 Days Y-3 21202.70 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 60500.80 180 - 270 Days 4400.76 Open Y-4 9582.39 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 85653.06 180 - 270 Days 3756.23 91-180 Days Z-1 5907.98 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 96755.73 180 - 270 Days 12969.46 <30 Days A-2 5999.50 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 8687.11 180 - 270 Days 1018.22 30-90 Days A-3 1629.70 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 101116.43 180 - 270 Days 3358.58 91-180 Days A-4 12942.50 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 68087.18 180 - 270 Days 1052.04 <30 Days A-5 2781.90 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 18564.83 180 - 270 Days 1048.73 30-90 Days CB-1 614.48 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 36284.63 180 - 270 Days 76.25 Open CB-2 1788.32 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 95258.56 180 - 270 Days 339.63 <30 Days CB-3 10411.98 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 91685.03 180 - 270 Days 7209.78 <30 Days E-1 3130.51 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 8143.52 180 - 270 Days 354.59 30-90 Days E-2 181.82 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 55733.90 180 - 270 Days 1840.69 91-180 Days G-1 2707.61 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 94583.53 180 - 270 Days 5889.23 30-90 Days G-2 12803.81 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 45710.68 180 - 270 Days 3649.05 91-180 Days G-3 4303.34 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 16335.31 180 - 270 Days 1742.96 Open IG-1 2407.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 106680.71 180 - 270 Days 12600.12 30-90 Days IG-2 18037.27 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 86905.10 180 - 270 Days 11431.43 91-180 Days S-1 3788.77 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 10108.69 180 - 270 Days 753.45 30-90 Days S-2 599.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 45860.44 180 - 270 Days 4070.27 91-180 Days S-3 2458.28 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 10424.30 180 - 270 Days 355.42 91-180 Days S-4 1790.96 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 15216.49 180 - 270 Days 1561.75 <30 Days S-5 905.82 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 109760.86 180 - 270 Days 2976.75 <30 Days S-6 3663.62 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 26550.68 180 - 270 Days 1310.18 <30 Days S-7 9.66 No Finance