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 8276.95 Day 7 895.19 30-90 Days A-2-Q 1002.40 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 99827.02 Day 7 6562.31 Open A-3-Q 4946.73 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 77471.85 Day 7 4077.77 <30 Days A-4-Q 10493.36 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 42995.23 Day 7 4576.94 30-90 Days A-5-Q 8298.10 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 57848.23 Day 7 2998.00 <30 Days CB-1-Q 9168.59 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 103136.65 Day 7 11559.48 Open CB-2-Q 18903.99 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 18703.57 Day 7 886.02 30-90 Days S-1-Q 3602.05 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 25405.77 Day 7 1266.66 30-90 Days S-2-Q 929.02 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 11949.18 Day 7 1077.04 91-180 Days S-3-Q 1183.37 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 69359.29 Day 7 7504.40 91-180 Days S-4-Q 2412.65 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 3720.67 Day 7 191.47 <30 Days CB-3-Q 566.48 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 79263.26 Day 7 5646.71 Open G-1-Q 11570.00 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 102023.75 Day 7 2244.25 <30 Days G-2-Q 1946.78 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 84386.53 Day 7 2471.75 <30 Days G-3-Q 16199.32 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 67780.97 Day 7 8665.33 <30 Days S-5-Q 4085.11 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 109728.75 Day 7 87.03 30-90 Days S-6-Q 6300.08 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 1514.09 Day 7 212.05 <30 Days S-7-Q 147.12 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 102202.88 Day 7 7759.69 91-180 Days E-1-Q 7325.74 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 73804.87 Day 7 10140.34 91-180 Days E-2-Q 3294.81 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 43828.88 Day 7 842.55 <30 Days IG-1-Q 3334.23 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 18719.24 Day 7 1502.23 91-180 Days IG-2-Q 1075.62 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 3213.40 Day 7 161.09 30-90 Days C-1 593.97 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 79544.03 Day 7 1818.30 <30 Days CB-4 1209.46 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 93723.64 Day 7 3393.88 Open E-10 13388.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 97392.30 Day 7 12636.88 Open E-3 9274.86 Yes Liberty Capital Markets Inc. Finance