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 109204.90 Day 35 4626.09 30-90 Days S-3-Q 17210.00 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 89742.33 Day 35 10533.21 Open S-4-Q 14933.21 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 110277.24 Day 35 1704.09 <30 Days CB-3-Q 17144.99 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 30359.02 Day 35 2728.04 <30 Days G-1-Q 3224.25 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 8833.84 Day 35 1269.40 <30 Days G-2-Q 1138.19 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 85834.25 Day 35 11423.00 30-90 Days G-3-Q 3581.44 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 5129.52 Day 35 673.04 Open S-5-Q 685.26 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 37854.71 Day 35 2264.19 30-90 Days S-6-Q 4146.16 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 60582.43 Day 35 1366.18 Open S-7-Q 2312.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 84659.28 Day 35 11040.41 30-90 Days E-1-Q 14969.64 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 101934.56 Day 35 2396.43 <30 Days E-2-Q 7416.03 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 79822.87 Day 35 7445.43 <30 Days IG-1-Q 9347.04 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 56883.64 Day 35 4386.10 Open IG-2-Q 3369.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 6962.03 Day 35 84.89 Open C-1 1144.05 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 102099.36 Day 35 9121.56 <30 Days CB-4 12034.99 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 99677.92 Day 35 13489.81 Open E-10 19580.53 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 93706.31 Day 35 9358.92 <30 Days E-3 9606.12 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 69310.45 Day 35 5493.34 Open E-4 6965.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 102713.46 Day 35 6711.14 Open E-5 18713.53 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 61038.61 Day 35 8431.83 30-90 Days E-6 2409.95 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 11428.16 Day 35 603.42 <30 Days E-7 1814.85 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 7434.44 Day 35 882.63 Open E-8 194.56 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 96959.06 Day 35 5384.64 Open E-9 18281.50 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 7285.48 Day 35 191.09 <30 Days G-4 863.26 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 77549.03 Day 35 9412.57 91-180 Days IG-3 521.96 No Risk Management