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 106969.84 Day 22 8893.63 Open Z-1 12233.12 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 53861.56 Day 22 2384.72 30-90 Days A-2 6961.26 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 39627.69 Day 22 2348.62 <30 Days A-3 562.43 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 15398.86 Day 22 841.86 30-90 Days A-4 2601.93 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 63712.64 Day 22 7491.04 <30 Days A-5 342.97 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 29235.54 Day 22 1795.92 <30 Days CB-1 1327.28 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 40667.47 Day 22 4926.74 <30 Days CB-2 6276.95 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 84593.42 Day 22 4128.89 <30 Days CB-3 2511.03 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 39305.70 Day 22 2578.04 <30 Days E-1 4982.49 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 99740.18 Day 22 6348.81 91-180 Days E-2 5401.53 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 41667.28 Day 22 1475.16 30-90 Days G-1 1153.10 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 97123.83 Day 22 13099.15 30-90 Days G-2 2245.47 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 49740.11 Day 22 348.39 30-90 Days G-3 395.58 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 13943.06 Day 22 195.98 91-180 Days IG-1 2697.90 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 10556.09 Day 22 88.52 91-180 Days IG-2 744.98 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 69771.36 Day 22 6594.20 30-90 Days S-1 657.23 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 38653.13 Day 22 3693.26 <30 Days S-2 6590.82 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 15683.06 Day 22 1120.23 <30 Days S-3 1095.81 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 77086.20 Day 22 10263.45 91-180 Days S-4 11460.92 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 93206.43 Day 22 10209.54 Open S-5 10878.30 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 111884.52 Day 22 9538.48 Open S-6 16544.63 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 43379.76 Day 22 5655.76 Open S-7 7042.45 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 67650.12 Day 23 8091.75 91-180 Days A-0-Q 1423.17 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 89350.11 Day 23 1113.92 30-90 Days A-1-Q 14829.45 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 65927.45 Day 23 7870.57 91-180 Days A-2-Q 1902.39 Yes Liberty Wealth Management LLC Finance