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 70565.25 Day 17 1897.26 91-180 Days IG-6 3415.24 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 72539.21 Day 17 4308.29 30-90 Days IG-7 3508.34 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 11048.46 Day 17 677.08 Open IG-8 1605.37 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 15316.79 Day 17 286.24 91-180 Days L-1 1548.94 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 2590.17 Day 17 378.18 <30 Days L-10 145.26 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 60397.96 Day 17 5286.02 30-90 Days L-11 11613.62 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 29662.91 Day 17 3949.35 91-180 Days L-2 3966.66 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 59082.08 Day 17 2701.98 91-180 Days L-3 9740.79 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 65141.48 Day 17 2987.68 30-90 Days L-4 2117.51 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 7449.61 Day 17 255.21 91-180 Days L-5 1345.45 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 85849.50 Day 17 9273.87 30-90 Days L-6 14230.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 89482.20 Day 17 1548.41 30-90 Days L-7 4102.28 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 99063.80 Day 17 8693.31 30-90 Days L-8 5256.09 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 59674.04 Day 17 1834.19 Open L-9 11547.11 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 83518.28 Day 17 3315.19 <30 Days LC-1 7293.03 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 92299.66 Day 17 5871.16 <30 Days LC-2 3172.50 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 76585.64 Day 17 8038.59 Open N-1 12844.88 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 26649.63 Day 17 2561.72 91-180 Days N-2 785.24 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 93854.08 Day 17 6882.09 Open N-3 18364.38 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 103018.43 Day 17 5911.93 <30 Days N-4 4092.76 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 106407.39 Day 17 5179.73 30-90 Days N-5 1754.68 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 51020.15 Day 17 3629.95 <30 Days N-6 8691.98 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 50887.68 Day 17 7274.75 30-90 Days N-7 9011.58 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 97624.00 Day 17 9116.05 91-180 Days P-1 16118.29 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 74087.35 Day 17 9152.45 91-180 Days P-2 11521.75 No Treasury