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 19482.12 >5 Yr 2709.05 30-90 Days IG-1 3158.55 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 31192.34 >5 Yr 1085.18 30-90 Days IG-2 5924.78 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 64256.15 >5 Yr 4541.94 91-180 Days S-1 10958.85 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 6176.68 >5 Yr 261.38 91-180 Days S-2 261.79 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 78945.56 >5 Yr 1831.72 <30 Days S-3 11410.21 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 33095.88 >5 Yr 1877.76 91-180 Days S-4 642.13 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 75608.38 >5 Yr 9265.52 Open S-5 1830.95 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 61393.50 >5 Yr 6048.44 91-180 Days S-6 7160.20 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 69784.69 >5 Yr 3543.71 30-90 Days S-7 10133.03 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 34656.70 Perpetual 967.39 30-90 Days A-0-Q 271.15 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 24192.52 Perpetual 2164.79 91-180 Days A-1-Q 4096.75 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 97721.79 Perpetual 3410.09 30-90 Days A-2-Q 19451.54 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 80201.30 Perpetual 1278.76 91-180 Days A-3-Q 13527.51 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 70452.92 Perpetual 1967.50 Open A-4-Q 5905.48 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 91368.69 Perpetual 4192.09 91-180 Days A-5-Q 8741.70 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 79971.05 Perpetual 8770.74 Open CB-1-Q 13301.30 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 70943.06 Perpetual 9527.80 <30 Days CB-2-Q 5943.65 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 57528.60 Perpetual 1700.79 <30 Days S-1-Q 5139.21 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 79284.12 Perpetual 11430.42 Open S-2-Q 13408.36 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 26080.44 Perpetual 1706.74 30-90 Days S-3-Q 1361.05 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 47565.56 Perpetual 6482.88 30-90 Days S-4-Q 31.80 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 20429.27 Perpetual 2560.57 Open CB-3-Q 3844.59 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 105528.95 Perpetual 9992.60 <30 Days G-1-Q 11113.50 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 104813.87 Perpetual 4834.48 Open G-2-Q 5133.76 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 90043.31 Perpetual 11654.59 91-180 Days G-3-Q 14088.43 No Finance