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 93003.18 Day 33 13950.20 Open S-7 13818.42 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 53048.28 Day 34 5528.24 Open A-0-Q 9235.26 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 23264.40 Day 34 1768.05 <30 Days A-1-Q 4605.64 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 27972.39 Day 34 608.84 <30 Days A-2-Q 2358.80 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 23500.83 Day 34 1561.24 Open A-3-Q 0.97 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 68181.60 Day 34 3230.64 91-180 Days A-4-Q 11740.69 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 94813.62 Day 34 11810.40 91-180 Days A-5-Q 2293.31 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 67594.36 Day 34 7874.92 Open CB-1-Q 6230.14 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 79577.73 Day 34 4006.12 91-180 Days CB-2-Q 11628.04 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 57733.10 Day 34 6840.14 <30 Days S-1-Q 6116.83 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 47515.23 Day 34 810.89 Open S-2-Q 5395.71 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 85626.52 Day 34 1239.75 Open S-3-Q 11288.79 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 52723.03 Day 34 3896.51 30-90 Days S-4-Q 1151.09 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 53376.32 Day 34 7014.40 Open CB-3-Q 10338.75 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 110878.56 Day 34 10551.50 <30 Days G-1-Q 8791.98 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 50851.32 Day 34 6686.87 30-90 Days G-2-Q 9154.60 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 43525.07 Day 34 4712.19 91-180 Days G-3-Q 8085.35 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 100241.56 Day 34 12388.83 <30 Days S-5-Q 5606.64 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 9570.73 Day 34 1387.99 <30 Days S-6-Q 603.03 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 65751.04 Day 34 2982.48 <30 Days S-7-Q 4046.75 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 112091.69 Day 34 2033.62 91-180 Days E-1-Q 7926.43 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 103660.34 Day 34 4855.41 Open E-2-Q 17723.89 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 22987.47 Day 34 1218.95 30-90 Days IG-1-Q 2197.05 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 17808.38 Day 34 1548.54 Open IG-2-Q 2837.80 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 12806.00 Day 34 1856.03 <30 Days C-1 400.39 No Operations