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 102839.01 Day 11 3198.63 Open L-5 4765.10 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 29640.70 Day 11 1201.90 91-180 Days L-6 4818.72 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 3518.38 Day 11 36.68 91-180 Days L-7 403.96 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 106229.70 Day 11 10059.88 <30 Days L-8 11118.29 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 36541.85 Day 11 834.49 <30 Days L-9 6384.68 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 23746.70 Day 11 126.61 30-90 Days LC-1 2129.65 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 67707.23 Day 11 8869.27 30-90 Days LC-2 5425.77 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 58023.43 Day 11 4963.60 30-90 Days N-1 2116.58 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 64556.39 Day 11 4102.01 <30 Days N-2 6957.35 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 78699.29 Day 11 4408.51 30-90 Days N-3 6054.25 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 82728.86 Day 11 5104.43 Open N-4 2326.35 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 69830.72 Day 11 999.31 30-90 Days N-5 806.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 50347.87 Day 11 1083.74 <30 Days N-6 426.97 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 16070.43 Day 11 1183.85 <30 Days N-7 1897.51 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 18519.54 Day 11 2668.83 Open P-1 3610.38 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 44328.52 Day 11 3446.06 <30 Days P-2 763.87 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 38330.37 Day 11 3325.36 <30 Days S-8 6764.05 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 19586.34 Day 11 1032.72 Open Y-1 2010.26 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 61874.36 Day 11 9142.31 <30 Days Y-2 9369.62 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 92483.31 Day 11 11440.99 <30 Days Y-3 1647.53 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 96926.39 Day 11 8093.60 Open Y-4 18284.55 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 3944.35 Day 11 207.78 <30 Days Z-1 159.36 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 30952.45 Day 11 1027.80 Open A-2 2219.18 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 5896.75 Day 11 684.69 <30 Days A-3 188.01 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 22165.11 Day 11 2653.37 <30 Days A-4 1418.19 Yes Liberty Mortgage Services Corp. Treasury