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 28310.60 Day 6 1362.28 30-90 Days Y-4 23.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 10676.73 Day 6 774.73 30-90 Days Z-1 177.24 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 84963.02 Day 6 9080.75 Open A-2 4908.64 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 74641.47 Day 6 10406.77 <30 Days A-3 1537.78 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 68358.27 Day 6 5393.36 91-180 Days A-4 11634.54 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 57457.34 Day 6 5191.50 30-90 Days A-5 3324.71 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 24684.72 Day 6 1763.95 30-90 Days CB-1 1157.92 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 39324.87 Day 6 5401.44 Open CB-2 1690.28 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 50474.70 Day 6 4004.14 Open CB-3 7372.19 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 56363.55 Day 6 6637.22 Open E-1 3026.65 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 6896.70 Day 6 325.48 <30 Days E-2 937.63 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 6199.10 Day 6 840.99 <30 Days G-1 722.32 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 5241.09 Day 6 486.13 <30 Days G-2 1021.68 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 106636.19 Day 6 9618.78 30-90 Days G-3 20980.79 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 92961.33 Day 6 497.51 Open IG-1 16835.91 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 19533.72 Day 6 1452.68 Open IG-2 2107.86 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 50554.41 Day 6 5136.56 30-90 Days S-1 6687.91 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 25119.14 Day 6 3283.51 Open S-2 3847.79 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 9589.25 Day 6 1031.01 30-90 Days S-3 1643.34 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 65962.76 Day 6 2312.83 Open S-4 4337.39 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 36078.49 Day 6 1616.36 Open S-5 951.45 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 65784.19 Day 6 5520.16 30-90 Days S-6 5195.76 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 54975.38 Day 6 7676.80 <30 Days S-7 6998.96 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 35238.91 Day 7 2531.62 Open A-0-Q 5096.10 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 25581.30 Day 7 696.47 Open A-1-Q 1492.11 Yes Liberty Wealth Management LLC Finance