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 46463.16 Day 28 5180.84 Open S-2 6137.25 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 110311.65 Day 28 10489.16 30-90 Days S-3 19829.00 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 61806.74 Day 28 3571.70 <30 Days S-4 11331.84 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 34310.40 Day 28 3903.83 30-90 Days S-5 2597.08 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 9174.40 Day 28 1335.63 <30 Days S-6 1341.97 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 44061.59 Day 28 6569.28 91-180 Days S-7 5172.94 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 41516.46 Day 29 5103.62 30-90 Days A-0-Q 4051.00 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 103277.43 Day 29 5883.00 Open A-1-Q 7137.02 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 96575.85 Day 29 9672.93 <30 Days A-2-Q 1838.56 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 13571.09 Day 29 1056.31 91-180 Days A-3-Q 124.29 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 39168.14 Day 29 3125.46 91-180 Days A-4-Q 443.46 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 89413.41 Day 29 2195.92 91-180 Days A-5-Q 2689.73 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 15622.69 Day 29 599.82 <30 Days CB-1-Q 2715.70 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 19669.74 Day 29 576.12 30-90 Days CB-2-Q 2804.91 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 39757.56 Day 29 1972.00 30-90 Days S-1-Q 2520.45 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 102674.69 Day 29 4866.54 Open S-2-Q 10314.60 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 44619.71 Day 29 1424.43 <30 Days S-3-Q 8482.62 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 57378.05 Day 29 8266.77 91-180 Days S-4-Q 4244.58 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 90081.57 Day 29 8509.31 30-90 Days CB-3-Q 16207.20 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 59707.16 Day 29 4398.09 91-180 Days G-1-Q 10504.41 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 85801.90 Day 29 3032.74 30-90 Days G-2-Q 9936.19 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 31038.82 Day 29 224.27 Open G-3-Q 588.97 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 38381.50 Day 29 1339.47 91-180 Days S-5-Q 128.45 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 73213.26 Day 29 1965.74 <30 Days S-6-Q 5175.26 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 83632.70 Day 29 3136.19 <30 Days S-7-Q 2669.47 Yes Liberty International Finance Ltd. Operations