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 67783.61 Day 23 786.64 <30 Days E-5 7424.42 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 100984.82 Day 23 10352.99 <30 Days E-6 2000.41 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 41674.62 Day 23 1441.51 91-180 Days E-7 6842.06 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 68856.32 Day 23 9959.39 30-90 Days E-8 13690.17 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 111692.29 Day 23 13526.69 <30 Days E-9 1443.65 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 60069.94 Day 23 446.84 <30 Days G-4 9897.42 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 37433.68 Day 23 5029.53 91-180 Days IG-3 161.34 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 58946.35 Day 23 4418.90 91-180 Days IG-4 161.54 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 45162.68 Day 23 2882.23 91-180 Days IG-5 5866.57 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 47593.04 Day 23 3768.81 91-180 Days IG-6 6543.42 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 56057.41 Day 23 6238.41 <30 Days IG-7 7390.87 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 51976.94 Day 23 3803.21 <30 Days IG-8 1625.13 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 49430.75 Day 23 6786.06 91-180 Days L-1 1510.01 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 10348.19 Day 23 1005.05 Open L-10 1733.15 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 87598.60 Day 23 4004.00 91-180 Days L-11 17192.94 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 28684.19 Day 23 1438.55 30-90 Days L-2 3631.04 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 12001.65 Day 23 523.97 <30 Days L-3 1305.59 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 103119.91 Day 23 12290.12 30-90 Days L-4 12557.40 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 55339.41 Day 23 870.52 Open L-5 1273.75 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 79205.91 Day 23 4534.83 91-180 Days L-6 14156.19 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 56744.14 Day 23 1860.05 30-90 Days L-7 6116.26 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 6661.79 Day 23 532.77 Open L-8 654.39 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 34310.92 Day 23 1995.07 Open L-9 2422.79 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 93507.70 Day 23 5760.01 <30 Days LC-1 18456.81 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 83786.58 Day 23 2478.56 Open LC-2 502.26 Yes Liberty Capital Markets Inc. Legal