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 101919.31 Day 7 13069.55 Open E-4 14264.46 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 105885.68 Day 7 2840.82 91-180 Days E-5 14843.83 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 56468.44 Day 7 1362.32 91-180 Days E-6 9693.00 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 37416.81 Day 7 1997.42 Open E-7 191.62 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 104483.83 Day 7 12462.74 91-180 Days E-8 17278.94 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 5671.71 Day 7 490.57 30-90 Days E-9 571.73 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 20851.80 Day 7 2782.43 30-90 Days G-4 1637.04 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 61908.17 Day 7 6381.94 91-180 Days IG-3 11107.73 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 77834.15 Day 7 9110.48 30-90 Days IG-4 4045.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 4940.81 Day 7 407.93 30-90 Days IG-5 392.86 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 83831.84 Day 7 3913.28 91-180 Days IG-6 2416.88 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 20822.36 Day 7 2022.08 30-90 Days IG-7 565.96 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 93303.05 Day 7 5184.17 <30 Days IG-8 5353.66 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 45119.87 Day 7 1717.03 Open L-1 271.16 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 102325.34 Day 7 8245.36 Open L-10 1603.73 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 39679.53 Day 7 4671.33 30-90 Days L-11 6456.46 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 22836.99 Day 7 1582.27 30-90 Days L-2 4062.68 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 11805.95 Day 7 990.78 91-180 Days L-3 656.39 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 34894.41 Day 7 3412.85 30-90 Days L-4 1741.10 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 87873.15 Day 7 3719.72 Open L-5 2445.78 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 54735.70 Day 7 1298.15 30-90 Days L-6 4184.91 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 72884.98 Day 7 10828.49 Open L-7 9692.70 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 19295.04 Day 7 585.81 30-90 Days L-8 2302.96 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 104315.01 Day 7 13009.82 Open L-9 18405.80 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 92654.10 Day 7 13322.17 <30 Days LC-1 2924.01 No Operations