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 32530.36 Day 19 295.80 <30 Days S-2-Q 2002.46 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 80721.24 Day 19 9788.90 Open S-3-Q 6412.96 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 37539.91 Day 19 2380.64 30-90 Days S-4-Q 6715.44 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 113545.93 Day 19 9145.95 91-180 Days CB-3-Q 1644.30 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 20831.05 Day 19 371.96 30-90 Days G-1-Q 3714.71 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 201.09 Day 19 27.36 91-180 Days G-2-Q 14.87 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 40672.88 Day 19 4397.44 91-180 Days G-3-Q 5989.08 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 63468.89 Day 19 8304.91 30-90 Days S-5-Q 12312.83 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 3924.96 Day 19 427.33 <30 Days S-6-Q 748.50 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 26380.40 Day 19 2322.37 <30 Days S-7-Q 3444.17 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 94450.22 Day 19 7665.73 Open E-1-Q 17924.64 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 56153.07 Day 19 3615.35 <30 Days E-2-Q 6502.36 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 10952.12 Day 19 194.71 30-90 Days IG-1-Q 760.33 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 64196.85 Day 19 7979.47 30-90 Days IG-2-Q 9531.69 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 38777.25 Day 19 2397.98 Open C-1 130.53 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 9080.35 Day 19 217.65 Open CB-4 494.09 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 87636.22 Day 19 774.87 <30 Days E-10 9326.04 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 104077.97 Day 19 5688.95 Open E-3 14725.09 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 46838.90 Day 19 6486.53 <30 Days E-4 4250.23 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 32940.19 Day 19 640.21 Open E-5 1104.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 12327.82 Day 19 844.43 91-180 Days E-6 1563.23 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 6241.22 Day 19 479.18 <30 Days E-7 750.75 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 58289.82 Day 19 2264.23 <30 Days E-8 7511.46 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 75712.58 Day 19 3259.53 91-180 Days E-9 10851.97 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 60271.18 Day 19 5549.38 91-180 Days G-4 7059.00 No Risk Management