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 42666.65 Day 4 2205.12 <30 Days L-3 1036.31 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 88326.28 Day 4 8373.04 <30 Days L-4 2961.97 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 44449.52 Day 4 841.52 <30 Days L-5 929.40 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 61235.23 Day 4 4136.31 30-90 Days L-6 5610.06 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 113032.15 Day 4 2726.33 30-90 Days L-7 2457.97 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 7404.17 Day 4 1076.09 30-90 Days L-8 109.02 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 82752.10 Day 4 9969.60 Open L-9 9348.43 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 77046.76 Day 4 4688.19 30-90 Days LC-1 120.80 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 94226.99 Day 4 10969.73 91-180 Days LC-2 1595.64 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 105344.05 Day 4 5021.35 <30 Days N-1 5706.41 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 46538.89 Day 4 1191.15 Open N-2 4727.71 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 69890.73 Day 4 7792.20 30-90 Days N-3 2369.23 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 64178.41 Day 4 640.21 <30 Days N-4 7107.81 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 71392.29 Day 4 1193.84 30-90 Days N-5 6667.03 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 70381.68 Day 4 1464.99 91-180 Days N-6 8364.45 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 13591.74 Day 4 874.15 Open N-7 1277.60 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 56399.65 Day 4 4423.30 30-90 Days P-1 8407.37 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 111432.38 Day 4 3232.64 91-180 Days P-2 17376.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 30189.22 Day 4 134.77 <30 Days S-8 166.43 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 111394.98 Day 4 558.51 91-180 Days Y-1 18694.38 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 77914.56 Day 4 4933.25 91-180 Days Y-2 4404.95 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 106461.74 Day 4 14188.79 91-180 Days Y-3 10635.71 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 76355.99 Day 4 7835.85 30-90 Days Y-4 9499.38 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 22846.89 Day 4 2611.93 91-180 Days Z-1 1886.85 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 13703.82 Day 4 430.47 Open A-2 214.45 Yes Liberty International Finance Ltd. Legal