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 38509.24 >3 Yr <= 4 Yr 4130.39 Open S-2 5097.73 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 35614.36 >3 Yr <= 4 Yr 1003.00 Open S-3 6782.71 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 17853.48 >3 Yr <= 4 Yr 1951.22 <30 Days S-4 2316.56 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 59610.45 >3 Yr <= 4 Yr 2483.39 <30 Days S-5 6290.09 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 28637.00 >3 Yr <= 4 Yr 2735.59 30-90 Days S-6 2140.27 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 78718.34 >3 Yr <= 4 Yr 5346.58 91-180 Days S-7 11108.73 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 59609.90 >4 Yr <= 5 Yr 4945.09 30-90 Days A-0-Q 6126.14 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 560.36 >4 Yr <= 5 Yr 52.56 <30 Days A-1-Q 62.53 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 46837.05 >4 Yr <= 5 Yr 2583.34 <30 Days A-2-Q 4251.63 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 60860.59 >4 Yr <= 5 Yr 8886.35 Open A-3-Q 1315.22 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 53644.97 >4 Yr <= 5 Yr 7649.44 91-180 Days A-4-Q 9073.45 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 101626.17 >4 Yr <= 5 Yr 13511.91 30-90 Days A-5-Q 9663.34 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 82157.71 >4 Yr <= 5 Yr 12227.56 30-90 Days CB-1-Q 8070.32 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 64644.25 >4 Yr <= 5 Yr 7943.59 <30 Days CB-2-Q 11729.24 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 9528.94 >4 Yr <= 5 Yr 684.73 Open S-1-Q 309.83 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 33149.80 >4 Yr <= 5 Yr 1398.93 <30 Days S-2-Q 5744.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 36468.35 >4 Yr <= 5 Yr 360.63 Open S-3-Q 7068.12 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 88843.04 >4 Yr <= 5 Yr 11956.23 30-90 Days S-4-Q 7024.43 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 45110.71 >4 Yr <= 5 Yr 5210.92 91-180 Days CB-3-Q 1432.87 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 74368.89 >4 Yr <= 5 Yr 11074.91 <30 Days G-1-Q 1902.05 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 87104.26 >4 Yr <= 5 Yr 9770.77 <30 Days G-2-Q 12290.46 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 109754.99 >4 Yr <= 5 Yr 13121.19 30-90 Days G-3-Q 10499.43 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 27801.27 >4 Yr <= 5 Yr 701.70 30-90 Days S-5-Q 1363.44 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 22321.26 >4 Yr <= 5 Yr 2130.02 <30 Days S-6-Q 2519.01 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 76269.48 >4 Yr <= 5 Yr 2631.12 <30 Days S-7-Q 14282.60 Yes Liberty Mortgage Services Corp. Operations