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 71616.84 Day 23 9420.46 30-90 Days A-3-Q 2676.03 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 39394.61 Day 23 1578.36 Open A-4-Q 5400.16 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 33318.79 Day 23 2436.29 91-180 Days A-5-Q 5313.21 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 19502.30 Day 23 2311.49 30-90 Days CB-1-Q 1900.58 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 49352.63 Day 23 4066.24 91-180 Days CB-2-Q 8824.62 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 62543.46 Day 23 9143.27 30-90 Days S-1-Q 5668.52 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 68945.39 Day 23 9887.61 Open S-2-Q 2785.14 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 87504.98 Day 23 5151.22 <30 Days S-3-Q 1611.37 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 18846.44 Day 23 1058.43 30-90 Days S-4-Q 2229.47 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 45993.47 Day 23 4684.74 Open CB-3-Q 224.08 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 92055.29 Day 23 3474.75 <30 Days G-1-Q 11223.38 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 7562.44 Day 23 157.49 91-180 Days G-2-Q 511.19 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 112846.11 Day 23 6250.02 30-90 Days G-3-Q 10532.14 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 31206.19 Day 23 4322.71 30-90 Days S-5-Q 608.70 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 15521.30 Day 23 922.48 <30 Days S-6-Q 605.51 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 111993.82 Day 23 932.40 Open S-7-Q 9466.92 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 2911.49 Day 23 143.95 Open E-1-Q 373.40 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 65331.40 Day 23 307.47 30-90 Days E-2-Q 5424.72 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 33503.99 Day 23 747.87 30-90 Days IG-1-Q 5986.44 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 46148.65 Day 23 484.09 91-180 Days IG-2-Q 1304.76 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 46783.52 Day 23 617.89 Open C-1 3871.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 36446.87 Day 23 272.00 30-90 Days CB-4 374.84 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 15446.19 Day 23 113.84 Open E-10 2658.22 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 32253.12 Day 23 2770.07 <30 Days E-3 1068.60 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 63170.56 Day 23 7286.99 Open E-4 600.97 Yes Liberty Mortgage Services Corp. Risk Management