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 30814.98 Day 8 2670.39 <30 Days IG-7 3750.66 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 81950.92 Day 8 10895.52 30-90 Days IG-8 5020.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 43097.46 Day 8 6135.65 30-90 Days L-1 1567.93 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 37479.33 Day 8 5085.66 <30 Days L-10 3344.05 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 53168.89 Day 8 554.21 Open L-11 8172.28 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 66581.73 Day 8 9515.49 91-180 Days L-2 6005.13 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 66977.18 Day 8 6429.07 Open L-3 2845.17 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 39143.06 Day 8 1369.86 Open L-4 4040.81 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 91870.49 Day 8 4535.58 91-180 Days L-5 9566.25 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 54965.33 Day 8 1841.80 Open L-6 5948.09 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 52094.67 Day 8 2619.58 91-180 Days L-7 2872.80 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 41550.07 Day 8 3566.01 91-180 Days L-8 2839.20 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 92591.04 Day 8 11625.81 <30 Days L-9 12133.83 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 57515.42 Day 8 1209.14 91-180 Days LC-1 4546.92 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 56783.38 Day 8 1160.19 30-90 Days LC-2 7770.88 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 32475.41 Day 8 4105.42 Open N-1 4345.31 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 112879.51 Day 8 4382.21 30-90 Days N-2 7934.72 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 76463.77 Day 8 6411.02 91-180 Days N-3 4996.30 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 76659.56 Day 8 8636.49 91-180 Days N-4 2609.82 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 100522.67 Day 8 6882.15 Open N-5 5968.93 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 30014.97 Day 8 2322.46 Open N-6 5258.74 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 43514.88 Day 8 2434.73 Open N-7 5690.36 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 44083.80 Day 8 1034.36 <30 Days P-1 6348.47 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 52902.07 Day 8 3227.46 Open P-2 3358.59 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 72057.91 Day 8 3309.79 91-180 Days S-8 8479.70 No Treasury