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 35822.31 Day 28 2515.62 Open G-4 183.97 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 92371.89 Day 28 7006.95 Open IG-3 7874.04 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 39859.82 Day 28 5447.38 <30 Days IG-4 6131.64 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 94920.32 Day 28 3936.97 <30 Days IG-5 4023.37 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 45160.43 Day 28 1254.01 91-180 Days IG-6 2944.62 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 69005.71 Day 28 8231.22 <30 Days IG-7 7626.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 7760.76 Day 28 886.12 Open IG-8 50.23 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 95781.59 Day 28 6740.85 30-90 Days L-1 13680.16 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 102717.82 Day 28 3346.84 <30 Days L-10 2404.70 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 28076.76 Day 28 2359.59 91-180 Days L-11 5517.04 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 14264.63 Day 28 1983.23 30-90 Days L-2 9.04 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 20664.56 Day 28 1087.72 Open L-3 1515.80 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 87561.51 Day 28 7891.17 91-180 Days L-4 4531.00 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 27946.86 Day 28 2867.20 91-180 Days L-5 752.20 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 81858.85 Day 28 9817.95 91-180 Days L-6 218.10 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 100825.41 Day 28 10933.83 Open L-7 7184.72 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 49779.83 Day 28 7046.42 91-180 Days L-8 1456.62 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 64779.53 Day 28 7155.41 91-180 Days L-9 6798.44 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 72283.40 Day 28 6711.70 91-180 Days LC-1 2372.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 78592.39 Day 28 3076.88 30-90 Days LC-2 14127.55 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 49688.44 Day 28 3627.50 <30 Days N-1 3178.08 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 37556.63 Day 28 1315.73 <30 Days N-2 7015.50 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 81029.06 Day 28 765.85 <30 Days N-3 9660.83 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 99199.14 Day 28 3695.07 30-90 Days N-4 11097.09 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 20300.49 Day 28 994.27 91-180 Days N-5 1989.05 No Finance