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 58402.20 Day 3 7833.74 <30 Days N-6 7481.43 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 79734.73 Day 3 4777.45 30-90 Days N-7 13039.03 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 42133.45 Day 3 3422.59 91-180 Days P-1 6267.75 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 19680.91 Day 3 475.26 Open P-2 1226.06 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 47539.41 Day 3 3467.06 Open S-8 2704.75 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 18435.48 Day 3 1695.03 30-90 Days Y-1 1357.38 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 37152.38 Day 3 3867.63 91-180 Days Y-2 2419.05 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 81170.74 Day 3 10606.85 30-90 Days Y-3 856.53 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 28079.45 Day 3 3159.28 30-90 Days Y-4 4008.66 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 70678.93 Day 3 4147.84 30-90 Days Z-1 7531.60 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 56866.61 Day 3 3007.83 <30 Days A-2 3272.31 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 79490.08 Day 3 2867.17 30-90 Days A-3 9421.72 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 41766.08 Day 3 4608.55 <30 Days A-4 8092.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 18453.25 Day 3 32.11 91-180 Days A-5 3059.33 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 70796.67 Day 3 7331.01 Open CB-1 12478.09 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 91159.02 Day 3 2499.95 <30 Days CB-2 7708.59 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 52270.98 Day 3 3947.95 30-90 Days CB-3 5990.23 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 68170.77 Day 3 346.80 91-180 Days E-1 5033.71 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 64151.99 Day 3 943.88 30-90 Days E-2 3210.45 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 87465.17 Day 3 4967.89 91-180 Days G-1 852.46 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 70065.29 Day 3 1536.01 <30 Days G-2 5867.79 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 104734.20 Day 3 1890.61 30-90 Days G-3 10184.95 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 15316.52 Day 3 2047.85 Open IG-1 1182.03 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 109201.92 Day 3 1249.87 Open IG-2 11912.25 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 94404.37 Day 3 3267.16 <30 Days S-1 18429.68 Yes Liberty Capital Markets Inc. Finance