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 38842.52 Day 30 2532.09 <30 Days IG-1 6884.50 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 34000.40 Day 30 3509.31 Open IG-2 6140.37 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 12187.30 Day 30 166.68 Open S-1 452.32 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 7044.73 Day 30 731.14 91-180 Days S-2 1160.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 52671.04 Day 30 5843.57 30-90 Days S-3 4748.66 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 103693.99 Day 30 47.43 30-90 Days S-4 1472.09 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 81046.43 Day 30 6032.04 30-90 Days S-5 9494.61 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 655.53 Day 30 87.15 30-90 Days S-6 7.78 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 91133.08 Day 30 8104.43 <30 Days S-7 3408.99 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 18465.57 Day 31 1428.96 <30 Days A-0-Q 493.09 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 6405.07 Day 31 492.71 91-180 Days A-1-Q 1074.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 73840.53 Day 31 9435.44 Open A-2-Q 1856.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 11694.08 Day 31 574.87 30-90 Days A-3-Q 183.11 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 70636.65 Day 31 5054.78 <30 Days A-4-Q 7746.27 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 98849.75 Day 31 8331.00 30-90 Days A-5-Q 11985.44 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 89894.72 Day 31 12286.47 Open CB-1-Q 10050.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 32057.66 Day 31 364.96 30-90 Days CB-2-Q 385.78 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 97068.16 Day 31 6935.42 <30 Days S-1-Q 15292.95 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 82578.25 Day 31 12167.75 <30 Days S-2-Q 1699.23 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 10620.07 Day 31 150.03 <30 Days S-3-Q 2118.74 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 100652.10 Day 31 5950.23 Open S-4-Q 3737.82 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 68001.70 Day 31 7324.73 30-90 Days CB-3-Q 3417.92 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 90338.88 Day 31 6001.93 91-180 Days G-1-Q 6231.56 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 33845.55 Day 31 57.50 30-90 Days G-2-Q 3598.05 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 89370.59 Day 31 3729.69 Open G-3-Q 4967.51 Yes Liberty Mortgage Services Corp. Risk Management