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 54035.79 Day 10 6801.28 30-90 Days S-3-Q 8122.50 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 24992.12 Day 10 19.27 <30 Days S-4-Q 1744.41 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 52625.27 Day 10 876.32 30-90 Days CB-3-Q 868.52 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 88429.00 Day 10 78.11 91-180 Days G-1-Q 14946.31 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 97534.14 Day 10 14247.42 <30 Days G-2-Q 15176.66 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 39394.55 Day 10 3065.66 91-180 Days G-3-Q 20.65 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 90380.06 Day 10 12171.75 <30 Days S-5-Q 10510.14 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 20153.27 Day 10 1725.27 30-90 Days S-6-Q 4016.47 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 24355.76 Day 10 3598.27 Open S-7-Q 2320.17 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 40313.65 Day 10 4679.50 91-180 Days E-1-Q 5024.38 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 95662.67 Day 10 2185.06 30-90 Days E-2-Q 14124.64 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 74650.71 Day 10 4107.45 Open IG-1-Q 7117.84 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 48284.22 Day 10 6310.19 91-180 Days IG-2-Q 1210.85 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 47668.76 Day 10 1159.99 <30 Days C-1 4162.70 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 38016.81 Day 10 609.51 91-180 Days CB-4 2944.48 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 8977.76 Day 10 288.17 91-180 Days E-10 320.14 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 5488.71 Day 10 718.84 Open E-3 346.56 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 94371.65 Day 10 2853.68 <30 Days E-4 10430.80 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 65893.81 Day 10 6839.52 30-90 Days E-5 7950.44 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 64270.71 Day 10 7001.20 91-180 Days E-6 8390.75 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 25227.44 Day 10 1928.65 <30 Days E-7 2110.62 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 47272.54 Day 10 1541.10 <30 Days E-8 2184.63 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 51782.40 Day 10 401.65 91-180 Days E-9 8705.66 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 84678.54 Day 10 12447.70 91-180 Days G-4 5881.93 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 88462.80 Day 10 9733.21 <30 Days IG-3 15256.28 Yes Liberty Mortgage Services Corp. Risk Management