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 11459.50 Day 37 1103.36 91-180 Days CB-2-Q 1047.02 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 60486.64 Day 37 482.87 30-90 Days S-1-Q 6277.84 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 59619.46 Day 37 1827.05 30-90 Days S-2-Q 10709.98 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 35069.58 Day 37 2590.40 <30 Days S-3-Q 4132.82 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 7625.67 Day 37 166.15 Open S-4-Q 1509.99 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 19810.43 Day 37 1522.81 30-90 Days CB-3-Q 964.87 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 17513.88 Day 37 958.30 30-90 Days G-1-Q 1177.71 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 22998.21 Day 37 3215.56 <30 Days G-2-Q 2901.60 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 105738.11 Day 37 3703.54 Open G-3-Q 17446.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 25829.31 Day 37 2825.10 30-90 Days S-5-Q 1975.58 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 25021.56 Day 37 3632.66 30-90 Days S-6-Q 4051.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 64877.46 Day 37 5819.34 <30 Days S-7-Q 11334.35 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 44268.71 Day 37 2548.77 Open E-1-Q 4982.03 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 84818.50 Day 37 6054.83 <30 Days E-2-Q 1848.80 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 10607.37 Day 37 303.04 30-90 Days IG-1-Q 1961.32 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 94407.44 Day 37 7155.32 30-90 Days IG-2-Q 14803.62 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 107115.61 Day 37 11580.66 <30 Days C-1 20767.97 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 4350.79 Day 37 334.37 30-90 Days CB-4 357.97 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 34929.81 Day 37 3315.16 Open E-10 5356.97 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 79811.80 Day 37 4279.02 <30 Days E-3 4561.20 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 22937.00 Day 37 3353.15 <30 Days E-4 3758.09 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 106628.44 Day 37 11379.45 30-90 Days E-5 11534.68 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 101171.61 Day 37 11778.61 <30 Days E-6 6356.60 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 1692.17 Day 37 184.63 30-90 Days E-7 197.83 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 20009.97 Day 37 734.52 Open E-8 1827.24 Yes Liberty Wealth Management LLC Finance