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 95207.41 Day 24 14064.36 30-90 Days Y-2 18458.94 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 64301.15 Day 24 6733.88 Open Y-3 12561.47 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 47046.23 Day 24 2495.25 <30 Days Y-4 8381.64 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 52983.80 Day 24 3966.35 Open Z-1 883.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 18175.63 Day 24 2007.20 <30 Days A-2 76.93 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 83412.14 Day 24 2699.68 30-90 Days A-3 11160.97 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 63102.92 Day 24 6192.60 <30 Days A-4 164.59 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 14584.74 Day 24 1429.12 <30 Days A-5 2072.52 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 51591.74 Day 24 5693.14 30-90 Days CB-1 9488.52 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 80698.64 Day 24 1884.17 30-90 Days CB-2 4014.56 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 93857.48 Day 24 13178.23 <30 Days CB-3 3994.22 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 69628.84 Day 24 1395.19 30-90 Days E-1 7623.06 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 52819.83 Day 24 1135.03 30-90 Days E-2 1312.87 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 61463.56 Day 24 5859.77 91-180 Days G-1 797.56 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 104317.49 Day 24 5019.58 91-180 Days G-2 1735.96 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 45984.19 Day 24 6540.96 Open G-3 3583.78 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 72968.61 Day 24 314.21 30-90 Days IG-1 9063.52 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 81906.62 Day 24 3943.36 Open IG-2 14233.94 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 60083.30 Day 24 6648.93 Open S-1 2009.90 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 32715.59 Day 24 4274.16 30-90 Days S-2 3461.35 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 95129.05 Day 24 6574.24 Open S-3 15919.32 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 91255.71 Day 24 9177.26 Open S-4 11045.30 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 110229.83 Day 24 5858.21 91-180 Days S-5 6326.33 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 100572.60 Day 24 13158.19 <30 Days S-6 14174.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 40747.71 Day 24 2193.03 Open S-7 2427.43 No Finance