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 44700.60 Day 13 3448.63 Open A-2 7842.10 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 41146.67 Day 13 3580.22 Open A-3 675.87 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 99579.61 Day 13 5420.20 30-90 Days A-4 375.72 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 85082.86 Day 13 1514.14 91-180 Days A-5 16367.89 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 32047.89 Day 13 353.43 30-90 Days CB-1 2305.04 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 70227.27 Day 13 7198.75 Open CB-2 9997.62 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 77534.88 Day 13 8356.62 30-90 Days CB-3 12203.83 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 109167.99 Day 13 6647.91 91-180 Days E-1 3011.08 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 103604.89 Day 13 9648.58 91-180 Days E-2 13919.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 54124.01 Day 13 4147.84 Open G-1 3514.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 74465.25 Day 13 9449.19 Open G-2 10596.43 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 79286.67 Day 13 5170.72 30-90 Days G-3 6581.28 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 109868.99 Day 13 15187.35 <30 Days IG-1 3172.74 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 73820.24 Day 13 6189.12 Open IG-2 2991.43 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 39996.91 Day 13 2472.54 <30 Days S-1 6060.16 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 52866.82 Day 13 6488.43 <30 Days S-2 2973.76 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 102467.79 Day 13 4608.53 30-90 Days S-3 13549.72 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 41050.99 Day 13 1269.71 Open S-4 3835.73 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 38782.80 Day 13 2670.16 Open S-5 5696.06 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 60522.16 Day 13 6291.46 <30 Days S-6 8262.59 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 97866.92 Day 13 623.51 91-180 Days S-7 7876.03 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 83244.43 Day 14 10741.33 <30 Days A-0-Q 3211.41 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 80044.76 Day 14 2239.65 <30 Days A-1-Q 11059.02 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 1939.38 Day 14 131.58 91-180 Days A-2-Q 276.90 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 102108.86 Day 14 9453.31 <30 Days A-3-Q 6949.29 No Operations