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 38584.07 Day 36 1150.29 Open IG-1-Q 5478.67 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 107043.37 Day 36 6921.69 30-90 Days IG-2-Q 11058.91 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 67602.33 Day 36 2678.82 91-180 Days C-1 4215.27 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 101961.61 Day 36 12127.05 <30 Days CB-4 15419.16 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 92967.37 Day 36 3844.71 91-180 Days E-10 11002.32 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 24581.72 Day 36 1564.81 30-90 Days E-3 4045.84 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 80253.86 Day 36 8225.53 Open E-4 4691.73 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 71915.50 Day 36 9084.39 Open E-5 1079.40 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 13502.55 Day 36 205.13 91-180 Days E-6 1216.02 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 60743.32 Day 36 428.97 <30 Days E-7 9347.61 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 13461.92 Day 36 1462.75 91-180 Days E-8 1075.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 79342.49 Day 36 866.71 Open E-9 4759.69 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 105694.26 Day 36 11419.48 30-90 Days G-4 15086.42 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 110100.42 Day 36 14082.82 30-90 Days IG-3 13196.41 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 63434.84 Day 36 6809.38 30-90 Days IG-4 3171.00 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 57100.91 Day 36 6273.61 91-180 Days IG-5 1279.83 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 67553.72 Day 36 8625.04 30-90 Days IG-6 6150.99 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 113554.67 Day 36 10390.54 Open IG-7 3200.31 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 75912.22 Day 36 1064.29 Open IG-8 14682.81 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 25325.51 Day 36 3665.52 Open L-1 2014.44 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 67559.29 Day 36 8953.24 <30 Days L-10 3927.47 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 113327.98 Day 36 10027.52 <30 Days L-11 10151.58 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 73806.91 Day 36 4879.11 Open L-2 13622.39 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 7597.13 Day 36 160.53 30-90 Days L-3 214.48 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 61020.31 Day 36 8235.20 Open L-4 7843.19 Yes Liberty International Finance Ltd. Operations