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 105548.07 Day 31 5502.34 30-90 Days Y-4 1067.57 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 63099.54 Day 31 8179.09 91-180 Days Z-1 11925.19 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 28639.00 Day 31 1925.17 91-180 Days A-2 4415.81 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 25477.09 Day 31 3414.51 Open A-3 4825.02 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 91190.97 Day 31 2427.82 <30 Days A-4 15899.74 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 54085.12 Day 31 6576.98 91-180 Days A-5 627.16 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 42062.85 Day 31 2589.16 91-180 Days CB-1 7413.56 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 85959.74 Day 31 2154.86 91-180 Days CB-2 10064.76 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 34464.80 Day 31 3262.38 30-90 Days CB-3 607.23 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 73203.90 Day 31 930.97 <30 Days E-1 12583.26 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 79219.30 Day 31 1379.77 Open E-2 5235.71 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 22009.95 Day 31 751.09 30-90 Days G-1 270.04 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 20188.47 Day 31 1679.71 <30 Days G-2 944.92 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 104703.74 Day 31 5525.14 30-90 Days G-3 6030.69 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 94072.23 Day 31 9325.90 30-90 Days IG-1 12971.03 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 19941.11 Day 31 1224.45 91-180 Days IG-2 999.84 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 28955.21 Day 31 2048.82 91-180 Days S-1 1000.35 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 77809.52 Day 31 1045.04 91-180 Days S-2 1350.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 13443.65 Day 31 308.80 30-90 Days S-3 1208.92 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 7066.89 Day 31 810.89 30-90 Days S-4 1323.69 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 5791.96 Day 31 397.36 30-90 Days S-5 794.95 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 87537.30 Day 31 9724.34 30-90 Days S-6 8846.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 87603.43 Day 31 1812.29 30-90 Days S-7 12245.71 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 44313.72 Day 32 3353.92 91-180 Days A-0-Q 783.19 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 8152.33 Day 32 74.73 91-180 Days A-1-Q 655.80 Yes Liberty Wealth Management LLC Finance