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 7606.43 Day 7 587.64 <30 Days LC-2 357.95 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 90064.62 Day 7 8210.69 30-90 Days N-1 469.02 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 28944.62 Day 7 4117.70 91-180 Days N-2 2654.62 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 23799.34 Day 7 1930.86 <30 Days N-3 3061.63 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 30660.12 Day 7 2903.75 Open N-4 3629.80 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 112194.47 Day 7 10292.42 91-180 Days N-5 21749.12 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 42416.00 Day 7 4182.08 30-90 Days N-6 2659.11 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 113319.49 Day 7 3809.89 Open N-7 22278.35 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 20026.74 Day 7 1332.35 <30 Days P-1 103.40 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 108972.74 Day 7 12991.84 Open P-2 10997.60 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 78849.54 Day 7 1788.48 Open S-8 13925.06 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 90076.93 Day 7 4774.71 30-90 Days Y-1 17153.52 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 97733.82 Day 7 3687.02 <30 Days Y-2 1036.70 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 88418.59 Day 7 7124.62 <30 Days Y-3 7738.83 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 42743.89 Day 7 6342.26 Open Y-4 6387.82 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 62997.51 Day 7 611.82 <30 Days Z-1 1365.89 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 50669.58 Day 7 7307.20 91-180 Days A-2 146.74 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 84742.33 Day 7 1789.22 <30 Days A-3 3980.36 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 82271.04 Day 7 5892.68 30-90 Days A-4 11362.26 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 102830.43 Day 7 11167.63 Open A-5 18099.82 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 9967.57 Day 7 70.61 Open CB-1 298.91 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 99049.19 Day 7 4856.42 <30 Days CB-2 779.88 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 47310.99 Day 7 5447.21 30-90 Days CB-3 7920.08 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 60341.45 Day 7 1012.53 30-90 Days E-1 1762.32 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 47348.17 Day 7 2685.34 <30 Days E-2 3895.52 Yes Liberty International Finance Ltd. Legal