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 98467.06 Day 13 5737.23 30-90 Days S-7-Q 5872.86 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 112226.97 Day 13 14747.02 Open E-1-Q 9002.52 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 63830.39 Day 13 1203.70 Open E-2-Q 12238.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 4370.38 Day 13 301.94 Open IG-1-Q 145.78 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 7151.53 Day 13 714.84 30-90 Days IG-2-Q 978.33 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 94708.77 Day 13 2448.33 91-180 Days C-1 6753.68 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 90592.88 Day 13 3435.61 30-90 Days CB-4 17148.78 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 101782.66 Day 13 5212.30 30-90 Days E-10 15887.72 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 78858.96 Day 13 10888.79 <30 Days E-3 9068.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 45401.06 Day 13 484.07 30-90 Days E-4 263.76 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 32654.26 Day 13 3936.45 91-180 Days E-5 2362.29 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 110876.86 Day 13 15795.67 <30 Days E-6 21410.68 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 103742.71 Day 13 9355.15 30-90 Days E-7 1259.40 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 19142.81 Day 13 1234.13 91-180 Days E-8 2796.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 41814.71 Day 13 2691.21 91-180 Days E-9 4645.24 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 928.73 Day 13 65.43 Open G-4 128.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 71377.92 Day 13 2559.45 30-90 Days IG-3 9288.76 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 49038.88 Day 13 5269.68 <30 Days IG-4 6132.94 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 109290.24 Day 13 15028.91 <30 Days IG-5 5357.72 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 76755.81 Day 13 626.12 Open IG-6 1029.89 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 80094.07 Day 13 7419.95 91-180 Days IG-7 629.25 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 71673.80 Day 13 8303.64 Open IG-8 3840.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 101069.61 Day 13 3198.15 30-90 Days L-1 11008.13 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 171.84 Day 13 9.95 <30 Days L-10 6.76 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 90952.45 Day 13 12992.03 <30 Days L-11 18005.67 No Treasury