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 67501.06 Day 3 6753.42 30-90 Days S-1-Q 6971.38 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 149.99 Day 3 3.51 Open S-2-Q 12.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 112673.55 Day 3 14846.06 <30 Days S-3-Q 1200.51 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 81980.35 Day 3 11003.48 <30 Days S-4-Q 11441.46 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 12274.13 Day 3 1141.58 30-90 Days CB-3-Q 1082.65 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 71782.74 Day 3 3487.02 30-90 Days G-1-Q 11602.98 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 19867.86 Day 3 1145.94 91-180 Days G-2-Q 3641.78 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 64080.30 Day 3 6450.47 <30 Days G-3-Q 4202.33 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 74851.89 Day 3 8120.07 30-90 Days S-5-Q 13603.79 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 63325.90 Day 3 4546.22 <30 Days S-6-Q 10026.78 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 67099.41 Day 3 2074.43 30-90 Days S-7-Q 1867.19 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 1503.15 Day 3 113.45 91-180 Days E-1-Q 280.06 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 7910.36 Day 3 1164.15 <30 Days E-2-Q 1153.08 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 23158.95 Day 3 779.85 Open IG-1-Q 2803.51 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 90974.03 Day 3 12704.81 Open IG-2-Q 8044.47 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 49837.38 Day 3 2439.21 <30 Days C-1 6653.79 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 51262.62 Day 3 4183.47 Open CB-4 9130.99 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 82033.17 Day 3 3122.66 Open E-10 13337.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 83569.54 Day 3 8328.21 <30 Days E-3 11665.88 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 2188.85 Day 3 319.96 Open E-4 81.16 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 22356.22 Day 3 620.58 30-90 Days E-5 2857.21 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 57165.14 Day 3 1029.51 Open E-6 4474.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 80817.11 Day 3 7278.50 91-180 Days E-7 4223.90 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 8359.22 Day 3 1033.25 <30 Days E-8 1372.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 34064.77 Day 3 1888.83 <30 Days E-9 2741.76 No Finance