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 21291.94 Day 27 1839.18 91-180 Days CB-1 3541.81 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 101647.45 Day 27 14130.70 91-180 Days CB-2 17631.18 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 80955.54 Day 27 10326.58 <30 Days CB-3 983.41 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 49943.62 Day 27 7029.78 Open E-1 1835.85 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 85855.37 Day 27 11798.17 91-180 Days E-2 6580.38 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 21257.69 Day 27 1219.61 <30 Days G-1 705.12 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 103817.18 Day 27 11355.42 <30 Days G-2 15882.23 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 94631.73 Day 27 1551.56 Open G-3 3150.34 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 63516.48 Day 27 6383.77 Open IG-1 9839.00 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 12038.06 Day 27 34.00 <30 Days IG-2 1416.99 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 75964.01 Day 27 1372.04 91-180 Days S-1 5889.47 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 60064.87 Day 27 7009.90 Open S-2 7283.48 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 82571.94 Day 27 5834.44 91-180 Days S-3 9096.36 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 76707.59 Day 27 4290.38 <30 Days S-4 8712.46 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 13846.46 Day 27 743.98 <30 Days S-5 2037.52 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 7741.16 Day 27 196.55 Open S-6 870.64 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 86100.35 Day 27 8245.39 Open S-7 6381.77 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 85361.19 Day 28 2444.30 30-90 Days A-0-Q 3202.88 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 20733.88 Day 28 917.97 <30 Days A-1-Q 2456.07 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 5393.06 Day 28 534.40 30-90 Days A-2-Q 232.32 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 90805.66 Day 28 8325.60 <30 Days A-3-Q 7552.70 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 12542.92 Day 28 93.45 <30 Days A-4-Q 218.68 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 11912.61 Day 28 840.15 <30 Days A-5-Q 549.24 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 37561.09 Day 28 3636.54 91-180 Days CB-1-Q 295.12 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 61406.54 Day 28 2290.57 Open CB-2-Q 9517.12 Yes Liberty Capital Markets Inc. Treasury