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 50791.60 Day 9 3978.97 30-90 Days L-8 945.05 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 26584.29 Day 9 67.13 30-90 Days L-9 4703.47 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 99729.49 Day 9 2306.53 91-180 Days LC-1 13028.39 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 61583.80 Day 9 2506.54 91-180 Days LC-2 4286.65 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 79312.36 Day 9 106.99 30-90 Days N-1 14866.38 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 60833.15 Day 9 8053.46 Open N-2 10236.11 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 74964.42 Day 9 9994.26 91-180 Days N-3 8633.11 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 79010.28 Day 9 4517.01 30-90 Days N-4 3037.19 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 110941.70 Day 9 10011.81 91-180 Days N-5 16984.86 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 104665.63 Day 9 4813.52 30-90 Days N-6 6364.51 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 72541.05 Day 9 10577.12 <30 Days N-7 7937.17 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 84057.60 Day 9 3938.31 Open P-1 16447.05 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 72447.15 Day 9 9931.51 30-90 Days P-2 714.47 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 20143.48 Day 9 1161.56 91-180 Days S-8 3119.03 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 5680.70 Day 9 262.14 <30 Days Y-1 489.93 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 72324.21 Day 9 7157.15 30-90 Days Y-2 5561.86 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 83463.50 Day 9 4235.10 Open Y-3 10200.44 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 59150.58 Day 9 3622.99 Open Y-4 711.37 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 9966.35 Day 9 622.20 91-180 Days Z-1 943.67 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 100336.93 Day 9 2058.94 Open A-2 17898.07 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 57817.19 Day 9 1768.39 91-180 Days A-3 1380.79 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 44635.22 Day 9 2018.44 <30 Days A-4 3927.03 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 26862.75 Day 9 3803.36 30-90 Days A-5 3214.97 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 92850.65 Day 9 13827.24 <30 Days CB-1 14127.30 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 64027.75 Day 9 2717.23 91-180 Days CB-2 182.45 Yes Liberty International Finance Ltd. Legal