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 65404.76 Day 26 5302.81 91-180 Days S-4-Q 3533.99 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 70694.50 Day 26 5618.83 91-180 Days CB-3-Q 7254.60 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 52913.13 Day 26 7684.11 Open G-1-Q 8805.05 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 96584.50 Day 26 5845.48 91-180 Days G-2-Q 5617.25 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 7390.18 Day 26 655.12 30-90 Days G-3-Q 481.75 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 96225.03 Day 26 3368.40 <30 Days S-5-Q 13869.91 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 5103.00 Day 26 240.85 91-180 Days S-6-Q 466.49 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 45282.38 Day 26 1100.36 <30 Days S-7-Q 1236.98 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 96446.05 Day 26 5220.03 Open E-1-Q 2331.64 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 104163.30 Day 26 11595.62 Open E-2-Q 308.51 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 84935.30 Day 26 4251.62 30-90 Days IG-1-Q 11240.38 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 99441.13 Day 26 2166.93 <30 Days IG-2-Q 2618.96 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 111297.03 Day 26 10368.48 91-180 Days C-1 18807.75 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 33647.72 Day 26 3803.33 91-180 Days CB-4 777.15 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 64611.39 Day 26 2961.33 Open E-10 9917.87 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 78976.11 Day 26 6902.03 Open E-3 8814.06 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 78961.00 Day 26 3639.77 30-90 Days E-4 5830.83 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 65991.29 Day 26 4614.52 91-180 Days E-5 6879.95 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 49429.33 Day 26 2078.65 <30 Days E-6 5507.59 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 47683.15 Day 26 5504.51 <30 Days E-7 8919.14 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 17328.24 Day 26 2331.45 30-90 Days E-8 673.13 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 112840.70 Day 26 12501.38 30-90 Days E-9 7526.46 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 43455.68 Day 26 1948.34 <30 Days G-4 3543.94 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 106529.62 Day 26 1916.14 30-90 Days IG-3 1536.07 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 20490.28 Day 26 2740.83 Open IG-4 774.48 No Legal