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 47822.45 Day 8 6111.26 30-90 Days G-1-Q 2401.98 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 28433.81 Day 8 1798.09 91-180 Days G-2-Q 4012.81 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 113647.17 Day 8 3802.13 <30 Days G-3-Q 7544.45 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 51273.07 Day 8 5261.47 91-180 Days S-5-Q 3303.97 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 93250.65 Day 8 4828.10 30-90 Days S-6-Q 17433.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 4683.75 Day 8 86.44 91-180 Days S-7-Q 713.58 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 15887.40 Day 8 1359.11 <30 Days E-1-Q 511.12 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 113004.53 Day 8 13633.95 91-180 Days E-2-Q 12226.60 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 44118.78 Day 8 3152.17 Open IG-1-Q 4213.23 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 9684.43 Day 8 78.23 91-180 Days IG-2-Q 427.10 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 102331.81 Day 8 1890.76 Open C-1 12426.72 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 87251.16 Day 8 6637.82 91-180 Days CB-4 12995.97 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 83422.84 Day 8 3914.20 Open E-10 11154.92 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 73532.75 Day 8 2262.22 Open E-3 8735.55 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 9566.25 Day 8 1196.71 30-90 Days E-4 308.14 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 49556.23 Day 8 1047.88 30-90 Days E-5 9639.59 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 104535.43 Day 8 4918.84 Open E-6 20644.60 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 36748.66 Day 8 1958.27 91-180 Days E-7 6270.28 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 21053.02 Day 8 1005.48 <30 Days E-8 1311.74 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 25136.76 Day 8 737.60 91-180 Days E-9 4436.43 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 100591.18 Day 8 3577.34 30-90 Days G-4 5797.72 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 13757.74 Day 8 1375.01 <30 Days IG-3 542.36 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 65072.97 Day 8 8290.66 30-90 Days IG-4 4406.07 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 66759.34 Day 8 6722.98 30-90 Days IG-5 6317.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 96438.66 Day 8 1025.84 30-90 Days IG-6 14373.38 Yes Liberty Capital Markets Inc. Risk Management