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 No 78163.63 Day 2 1667.12 <30 Days CB-1 14245.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 76432.89 Day 2 10318.61 <30 Days CB-2 3430.80 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 77514.34 Day 2 6477.18 91-180 Days CB-3 8438.92 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 4119.09 Day 2 342.66 Open E-1 749.23 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 109829.30 Day 2 6404.85 Open E-2 17832.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 18633.39 Day 2 713.84 91-180 Days G-1 2152.02 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 57797.48 Day 2 636.07 Open G-2 3342.35 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 100016.47 Day 2 12227.24 30-90 Days G-3 8871.18 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 91263.04 Day 2 12288.72 Open IG-1 3104.72 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 65381.79 Day 2 8499.85 91-180 Days IG-2 3567.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 11309.50 Day 2 122.22 <30 Days S-1 1221.41 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 61037.68 Day 2 8191.78 <30 Days S-2 10009.29 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 25144.40 Day 2 544.38 30-90 Days S-3 4158.16 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 3363.77 Day 2 140.21 91-180 Days S-4 519.06 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 27754.76 Day 2 2837.02 Open S-5 3411.53 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 55467.34 Day 2 6427.10 Open S-6 10441.02 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 59450.13 Day 2 2803.60 30-90 Days S-7 6026.83 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 91436.13 Day 3 1720.43 Open A-0-Q 12512.94 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 100493.05 Day 3 9047.03 <30 Days A-1-Q 7121.66 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 1108.98 Day 3 70.37 <30 Days A-2-Q 106.03 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 54949.51 Day 3 808.10 <30 Days A-3-Q 4452.19 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 102508.42 Day 3 10.28 Open A-4-Q 724.62 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 53780.61 Day 3 3762.64 30-90 Days A-5-Q 7716.86 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 53228.91 Day 3 1488.08 Open CB-1-Q 620.33 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 95264.88 Day 3 10055.91 Open CB-2-Q 16140.40 No Operations