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 62381.27 Day 11 990.91 Open A-5 2310.13 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 23015.27 Day 11 2415.76 Open CB-1 603.66 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 11822.94 Day 11 656.10 91-180 Days CB-2 2157.91 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 69382.52 Day 11 5116.71 Open CB-3 7968.21 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 97125.34 Day 11 14325.51 Open E-1 11187.70 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 94171.45 Day 11 6039.64 <30 Days E-2 18378.51 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 740.04 Day 11 103.93 30-90 Days G-1 67.07 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 106241.97 Day 11 3824.90 <30 Days G-2 11394.57 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 78495.70 Day 11 10457.90 30-90 Days G-3 7908.37 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 11658.19 Day 11 1011.46 30-90 Days IG-1 1026.76 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 6476.53 Day 11 283.91 30-90 Days IG-2 838.35 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 100541.65 Day 11 8090.16 <30 Days S-1 14248.19 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 25627.62 Day 11 2054.76 Open S-2 2850.61 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 101656.60 Day 11 12092.58 30-90 Days S-3 13249.99 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 43390.36 Day 11 4442.38 Open S-4 6757.34 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 58100.56 Day 11 4580.09 30-90 Days S-5 9958.51 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 44419.02 Day 11 5137.30 91-180 Days S-6 5322.11 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 21208.01 Day 11 706.57 30-90 Days S-7 3975.50 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 70610.97 Day 12 5236.81 <30 Days A-0-Q 6355.86 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 70769.41 Day 12 854.85 <30 Days A-1-Q 12273.62 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 112732.15 Day 12 9020.62 91-180 Days A-2-Q 16054.79 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 55190.87 Day 12 1332.22 91-180 Days A-3-Q 10174.63 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 74808.02 Day 12 4518.60 <30 Days A-4-Q 538.65 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 68692.06 Day 12 8319.83 <30 Days A-5-Q 1532.15 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 90230.45 Day 12 10050.94 Open CB-1-Q 14557.68 Yes Liberty International Finance Ltd. Operations