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 47887.85 Day 37 5162.43 Open N-5 2691.33 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 106374.48 Day 37 4004.72 Open N-6 20865.30 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 28839.33 Day 37 3810.45 30-90 Days N-7 37.02 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 39459.40 Day 37 1615.22 <30 Days P-1 929.62 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 71636.49 Day 37 7730.05 <30 Days P-2 8882.84 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 36481.82 Day 37 1246.85 <30 Days S-8 4139.41 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 92179.82 Day 37 3249.40 30-90 Days Y-1 5914.57 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 58943.89 Day 37 7793.26 <30 Days Y-2 2086.33 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 88114.58 Day 37 13216.51 91-180 Days Y-3 13985.11 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 17958.70 Day 37 651.63 <30 Days Y-4 1402.27 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 15800.69 Day 37 594.27 30-90 Days Z-1 1222.11 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 84536.44 Day 37 10044.23 91-180 Days A-2 14224.17 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 10306.86 Day 37 330.26 30-90 Days A-3 679.21 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 92282.20 Day 37 9382.07 <30 Days A-4 16384.10 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 3236.32 Day 37 280.57 91-180 Days A-5 620.38 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 65158.74 Day 37 3367.88 Open CB-1 8762.28 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 95303.86 Day 37 483.38 Open CB-2 16889.97 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 100187.46 Day 37 10362.24 91-180 Days CB-3 6780.83 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 911.51 Day 37 50.13 91-180 Days E-1 180.24 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 58772.94 Day 37 4925.37 Open E-2 3464.84 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 48835.46 Day 37 3570.43 Open G-1 7531.17 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 33092.34 Day 37 815.64 91-180 Days G-2 3287.43 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 67396.05 Day 37 1643.20 <30 Days G-3 12432.98 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 72352.67 Day 37 5390.13 <30 Days IG-1 2777.31 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 31598.43 Day 37 985.25 30-90 Days IG-2 5827.74 Yes Liberty International Finance Ltd. Risk Management