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 53249.96 Day 25 7123.84 <30 Days E-10 7502.77 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 1812.34 Day 25 21.67 30-90 Days E-3 262.51 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 43283.88 Day 25 3492.75 Open E-4 5492.62 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 25600.41 Day 25 1316.16 30-90 Days E-5 4644.90 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 41251.82 Day 25 895.17 91-180 Days E-6 396.34 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 6237.94 Day 25 710.04 30-90 Days E-7 875.88 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 14125.21 Day 25 6.92 91-180 Days E-8 2388.21 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 86435.37 Day 25 10084.48 Open E-9 1754.74 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 10582.82 Day 25 174.93 <30 Days G-4 1403.51 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 48004.71 Day 25 3575.51 <30 Days IG-3 6557.61 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 21346.99 Day 25 583.00 30-90 Days IG-4 1325.08 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 56130.29 Day 25 154.26 30-90 Days IG-5 9035.12 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 8507.57 Day 25 1233.95 <30 Days IG-6 673.36 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 53757.68 Day 25 2859.86 91-180 Days IG-7 1121.25 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 59813.63 Day 25 7354.93 30-90 Days IG-8 1399.05 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 100069.83 Day 25 3259.05 30-90 Days L-1 1905.09 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 64267.37 Day 25 6213.34 Open L-10 8148.72 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 26532.65 Day 25 2931.50 <30 Days L-11 1700.42 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 54432.56 Day 25 7201.47 91-180 Days L-2 2227.49 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 75072.39 Day 25 8205.49 91-180 Days L-3 9927.57 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 55179.00 Day 25 5110.61 91-180 Days L-4 706.56 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 92253.13 Day 25 12035.26 Open L-5 3239.35 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 67315.49 Day 25 503.03 Open L-6 9707.08 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 103798.28 Day 25 6092.39 30-90 Days L-7 19728.71 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 106480.57 Day 25 8420.20 30-90 Days L-8 19925.01 Yes Liberty International Finance Ltd. Finance