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 105302.65 Day 5 2614.58 30-90 Days E-7 8470.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 99217.30 Day 5 9547.76 30-90 Days E-8 8231.70 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 51384.44 Day 5 174.54 91-180 Days E-9 8289.01 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 111141.43 Day 5 13700.97 Open G-4 12708.36 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 88874.04 Day 5 7254.83 30-90 Days IG-3 497.77 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 78112.21 Day 5 3249.04 Open IG-4 2536.61 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 80207.45 Day 5 11345.13 30-90 Days IG-5 128.77 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 16490.35 Day 5 2241.89 30-90 Days IG-6 157.68 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 11978.65 Day 5 115.41 91-180 Days IG-7 1860.77 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 66584.95 Day 5 1767.18 30-90 Days IG-8 12618.80 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 68398.95 Day 5 1162.88 <30 Days L-1 4544.90 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 42255.49 Day 5 4966.42 30-90 Days L-10 4882.93 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 31367.70 Day 5 2602.23 91-180 Days L-11 632.48 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 49316.40 Day 5 649.68 30-90 Days L-2 1461.98 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 96904.48 Day 5 7345.06 30-90 Days L-3 19022.33 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 105640.28 Day 5 9423.04 30-90 Days L-4 2237.52 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 98624.46 Day 5 12637.76 <30 Days L-5 1721.79 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 25619.62 Day 5 2285.84 91-180 Days L-6 2340.32 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 35107.80 Day 5 73.78 <30 Days L-7 5957.69 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 3905.87 Day 5 503.14 30-90 Days L-8 274.25 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 104488.26 Day 5 12329.54 91-180 Days L-9 3312.89 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 94377.58 Day 5 6825.77 <30 Days LC-1 3657.67 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 26647.54 Day 5 1750.44 <30 Days LC-2 403.49 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 77191.99 Day 5 10773.33 30-90 Days N-1 7449.15 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 95684.72 Day 5 3321.16 91-180 Days N-2 16090.06 Yes Liberty International Finance Ltd. Operations