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 47603.01 Day 37 5869.96 91-180 Days E-9 1387.30 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 2458.38 Day 37 241.32 <30 Days G-4 398.65 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 71424.12 Day 37 32.89 Open IG-3 4744.14 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 81201.33 Day 37 1883.63 91-180 Days IG-4 15183.34 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 84423.06 Day 37 12378.35 30-90 Days IG-5 860.33 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 25021.21 Day 37 2255.82 <30 Days IG-6 4545.14 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 26078.77 Day 37 3278.09 Open IG-7 1069.95 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 49279.46 Day 37 2608.94 91-180 Days IG-8 2270.65 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 14880.57 Day 37 1050.19 30-90 Days L-1 1203.32 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 71830.39 Day 37 8234.58 <30 Days L-10 5356.59 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 8315.35 Day 37 603.70 Open L-11 1067.39 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 83547.98 Day 37 7779.37 91-180 Days L-2 5911.53 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 58315.43 Day 37 6306.92 Open L-3 3532.50 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 107894.45 Day 37 4854.40 91-180 Days L-4 19351.72 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 3030.06 Day 37 363.37 30-90 Days L-5 516.00 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 95692.39 Day 37 1756.21 Open L-6 3392.62 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 53212.76 Day 37 6869.49 Open L-7 4018.81 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 110258.02 Day 37 9331.10 Open L-8 17920.23 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 106033.17 Day 37 3272.56 Open L-9 16991.35 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 69162.85 Day 37 3754.04 <30 Days LC-1 12966.43 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 40740.98 Day 37 4099.08 Open LC-2 3977.95 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 65574.18 Day 37 3157.53 91-180 Days N-1 3777.33 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 35149.77 Day 37 3326.33 Open N-2 2892.03 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 19963.60 Day 37 710.50 <30 Days N-3 1734.55 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 45874.25 Day 37 2876.55 91-180 Days N-4 5435.52 No Legal