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 83996.11 Day 21 4707.25 91-180 Days E-8 13833.19 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 90984.62 Day 21 11201.08 <30 Days E-9 14495.63 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 93289.52 Day 21 9295.94 Open G-4 1688.07 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 7542.51 Day 21 476.63 Open IG-3 1423.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 82869.32 Day 21 7096.97 <30 Days IG-4 644.77 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 63322.55 Day 21 5616.56 <30 Days IG-5 5865.59 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 96916.59 Day 21 6034.41 91-180 Days IG-6 4612.93 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 73254.33 Day 21 7312.73 91-180 Days IG-7 2189.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 4464.39 Day 21 427.48 <30 Days IG-8 679.87 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 23596.78 Day 21 2308.83 Open L-1 2986.46 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 60754.43 Day 21 4716.77 Open L-10 9562.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 41439.43 Day 21 3073.90 91-180 Days L-11 6753.56 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 14605.98 Day 21 1025.83 30-90 Days L-2 82.87 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 4573.73 Day 21 399.65 <30 Days L-3 653.34 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 104066.30 Day 21 14.70 91-180 Days L-4 16640.54 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 73986.30 Day 21 10382.49 91-180 Days L-5 4452.94 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 219.24 Day 21 3.29 91-180 Days L-6 3.40 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 37157.76 Day 21 3269.28 <30 Days L-7 1053.49 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 36770.83 Day 21 3425.10 91-180 Days L-8 4342.58 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 99413.54 Day 21 9212.65 91-180 Days L-9 2272.51 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 18944.45 Day 21 1608.07 30-90 Days LC-1 254.68 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 67463.89 Day 21 4600.55 Open LC-2 10756.39 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 109686.42 Day 21 8861.06 Open N-1 5363.75 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 39897.39 Day 21 3111.64 91-180 Days N-2 4837.05 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 106513.46 Day 21 4676.02 <30 Days N-3 18160.58 Yes Liberty Capital Markets Inc. Risk Management