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 39209.36 Day 16 410.97 30-90 Days E-2 5524.18 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 44028.61 Day 16 4915.49 30-90 Days G-1 8551.09 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 83022.12 Day 16 3712.78 91-180 Days G-2 11438.71 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 55140.94 Day 16 8203.07 91-180 Days G-3 6538.98 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 44541.09 Day 16 1118.43 91-180 Days IG-1 1769.03 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 107363.30 Day 16 11870.91 30-90 Days IG-2 13628.97 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 76320.39 Day 16 2602.48 91-180 Days S-1 11888.74 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 53572.20 Day 16 5188.07 <30 Days S-2 10356.85 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 60591.67 Day 16 2158.57 91-180 Days S-3 5246.06 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 85732.01 Day 16 12628.81 91-180 Days S-4 4614.26 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 93363.32 Day 16 437.59 <30 Days S-5 3197.05 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 35085.89 Day 16 143.87 <30 Days S-6 3810.05 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 113683.76 Day 16 11146.32 Open S-7 18471.89 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 51693.19 Day 17 6307.32 30-90 Days A-0-Q 817.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 7028.90 Day 17 396.70 <30 Days A-1-Q 79.12 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 44215.64 Day 17 5948.13 91-180 Days A-2-Q 71.83 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 55519.40 Day 17 3570.76 30-90 Days A-3-Q 2355.36 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 87310.55 Day 17 1280.60 91-180 Days A-4-Q 4229.18 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 37928.68 Day 17 5238.04 91-180 Days A-5-Q 2069.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 13435.06 Day 17 1787.84 30-90 Days CB-1-Q 942.40 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 883.66 Day 17 67.83 30-90 Days CB-2-Q 117.56 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 43249.51 Day 17 376.51 <30 Days S-1-Q 6359.49 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 89996.72 Day 17 10240.66 91-180 Days S-2-Q 1185.85 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 104644.17 Day 17 11682.65 30-90 Days S-3-Q 6315.62 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 37992.08 Day 17 1701.23 91-180 Days S-4-Q 5404.86 Yes Liberty Mortgage Services Corp. Finance