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 35394.06 Day 16 3491.75 30-90 Days E-3 1318.27 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 38327.37 Day 16 5506.12 30-90 Days E-4 2448.13 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 94953.23 Day 16 7087.26 30-90 Days E-5 3971.09 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 48251.33 Day 16 2831.51 Open E-6 4807.55 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 30379.59 Day 16 1114.91 91-180 Days E-7 2336.14 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 37112.94 Day 16 5525.49 30-90 Days E-8 4434.28 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 105609.93 Day 16 3332.19 <30 Days E-9 10105.29 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 5882.97 Day 16 234.33 91-180 Days G-4 37.69 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 67211.33 Day 16 1875.44 Open IG-3 1607.24 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 94636.09 Day 16 2704.09 30-90 Days IG-4 15024.24 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 22544.68 Day 16 1882.90 30-90 Days IG-5 3169.81 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 45710.05 Day 16 1421.56 Open IG-6 4276.03 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 19945.56 Day 16 63.99 30-90 Days IG-7 261.46 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 2343.65 Day 16 36.52 30-90 Days IG-8 385.44 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 107439.55 Day 16 1310.99 30-90 Days L-1 3573.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 34582.75 Day 16 1109.49 91-180 Days L-10 213.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 76481.36 Day 16 8766.80 30-90 Days L-11 9452.16 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 101656.64 Day 16 5657.53 Open L-2 19098.95 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 15367.67 Day 16 345.64 Open L-3 2789.29 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 29600.34 Day 16 2174.87 Open L-4 4202.09 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 42073.71 Day 16 5035.54 Open L-5 7339.84 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 15294.91 Day 16 307.85 Open L-6 453.11 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 78800.99 Day 16 7082.66 Open L-7 5190.09 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 17342.61 Day 16 1000.58 Open L-8 593.47 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 48453.31 Day 16 2890.38 <30 Days L-9 6296.73 No Operations