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 27269.88 Day 12 579.73 Open CB-2-Q 2253.02 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 40367.46 Day 12 4179.45 30-90 Days S-1-Q 2013.39 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 75922.05 Day 12 9780.68 30-90 Days S-2-Q 8670.24 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 9360.85 Day 12 264.88 30-90 Days S-3-Q 564.34 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 26673.64 Day 12 224.36 Open S-4-Q 484.14 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 11391.21 Day 12 433.54 Open CB-3-Q 855.01 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 73852.07 Day 12 190.96 <30 Days G-1-Q 5467.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 87270.02 Day 12 5351.45 91-180 Days G-2-Q 11619.13 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 63745.10 Day 12 920.68 30-90 Days G-3-Q 5745.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 97133.46 Day 12 7808.74 Open S-5-Q 18568.72 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 12933.88 Day 12 1130.83 30-90 Days S-6-Q 2365.68 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 62551.69 Day 12 3501.27 Open S-7-Q 11941.63 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 86322.81 Day 12 1081.72 30-90 Days E-1-Q 15584.26 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 26948.59 Day 12 1371.01 30-90 Days E-2-Q 3641.24 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 102178.41 Day 12 13630.51 30-90 Days IG-1-Q 3071.26 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 111958.11 Day 12 13100.80 <30 Days IG-2-Q 3936.12 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 13139.27 Day 12 53.01 <30 Days C-1 627.52 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 48939.02 Day 12 4608.11 Open CB-4 6184.50 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 10349.35 Day 12 454.98 Open E-10 431.53 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 31879.30 Day 12 3929.06 30-90 Days E-3 3641.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 35860.69 Day 12 4801.39 <30 Days E-4 1477.63 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 62433.43 Day 12 3053.49 Open E-5 7932.55 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 83900.66 Day 12 2378.62 <30 Days E-6 16041.46 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 1774.63 Day 12 8.72 91-180 Days E-7 39.40 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 48995.73 Day 12 5366.57 30-90 Days E-8 2655.48 No Operations