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 9420.81 Day 20 815.09 <30 Days A-4 1622.99 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 112009.23 Day 20 13929.35 <30 Days A-5 18408.31 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 40341.55 Day 20 4620.39 Open CB-1 6447.01 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 17504.21 Day 20 831.47 Open CB-2 380.94 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 2436.83 Day 20 197.50 Open CB-3 274.30 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 103030.56 Day 20 10736.35 30-90 Days E-1 12833.63 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 93781.42 Day 20 123.78 30-90 Days E-2 8948.10 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 38739.32 Day 20 5210.20 <30 Days G-1 2771.73 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 26907.92 Day 20 2880.91 <30 Days G-2 590.62 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 86539.36 Day 20 8617.50 <30 Days G-3 11683.25 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 102411.44 Day 20 5034.92 30-90 Days IG-1 713.85 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 52679.36 Day 20 7338.17 91-180 Days IG-2 9436.73 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 51370.02 Day 20 1413.81 91-180 Days S-1 9281.91 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 76705.63 Day 20 11043.52 30-90 Days S-2 14060.09 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 24220.92 Day 20 677.09 91-180 Days S-3 572.05 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 84140.79 Day 20 1693.57 Open S-4 11219.47 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 64897.42 Day 20 6947.88 91-180 Days S-5 10683.39 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 91302.28 Day 20 5225.67 Open S-6 17300.27 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 80775.10 Day 20 5486.20 Open S-7 7861.79 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 35539.46 Day 21 4467.32 Open A-0-Q 5057.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 32912.49 Day 21 598.99 30-90 Days A-1-Q 3921.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 21146.81 Day 21 222.49 30-90 Days A-2-Q 3404.68 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 30683.43 Day 21 416.17 91-180 Days A-3-Q 5341.93 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 8254.74 Day 21 771.39 <30 Days A-4-Q 1502.04 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 103687.35 Day 21 8257.22 91-180 Days A-5-Q 15985.42 No Operations