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 GSE Yes 68874.99 Day 2 3955.33 <30 Days L-6 9279.60 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 7719.84 Day 2 340.83 Open L-7 432.01 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 110434.73 Day 2 3842.67 30-90 Days L-8 12606.47 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 22345.77 Day 2 887.39 30-90 Days L-9 2432.00 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 59788.95 Day 2 2013.38 Open LC-1 5942.67 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 22800.99 Day 2 1282.99 Open LC-2 3362.79 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 69447.28 Day 2 8274.45 91-180 Days N-1 13752.38 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 35909.82 Day 2 757.18 91-180 Days N-2 4620.69 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 12279.58 Day 2 938.40 91-180 Days N-3 632.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 52676.58 Day 2 3895.15 <30 Days N-4 3336.03 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 37016.08 Day 2 1230.95 30-90 Days N-5 7199.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 87621.42 Day 2 2316.37 Open N-6 13472.55 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 100227.44 Day 2 6761.45 <30 Days N-7 2000.32 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 61282.40 Day 2 3269.88 91-180 Days P-1 5004.67 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 78452.10 Day 2 2137.28 91-180 Days P-2 15475.86 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 19968.69 Day 2 1835.66 30-90 Days S-8 120.07 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 38135.28 Day 2 2394.05 <30 Days Y-1 3944.98 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 47497.61 Day 2 502.69 Open Y-2 4738.42 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 108484.87 Day 2 3773.96 91-180 Days Y-3 15237.94 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 53405.59 Day 2 724.62 30-90 Days Y-4 5377.64 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 2201.90 Day 2 132.16 <30 Days Z-1 156.22 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 45738.64 Day 2 132.65 91-180 Days A-2 2139.87 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 7257.56 Day 2 175.48 30-90 Days A-3 177.42 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 25093.12 Day 2 218.03 Open A-4 2241.82 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 83988.10 Day 2 4085.19 91-180 Days A-5 12977.88 Yes Liberty International Finance Ltd. Finance