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 95102.64 Day 37 12614.17 91-180 Days S-1 10120.48 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 56683.46 Day 37 3760.82 Open S-2 3092.01 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 47119.96 Day 37 1513.84 30-90 Days S-3 3996.13 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 42089.35 Day 37 1600.10 30-90 Days S-4 8074.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 111271.43 Day 37 14478.64 91-180 Days S-5 10549.09 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 86804.40 Day 37 4349.34 Open S-6 6796.97 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 48226.71 Day 37 5421.70 91-180 Days S-7 2558.58 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 34073.01 Day 38 4937.40 30-90 Days A-0-Q 518.93 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 78495.65 Day 38 11038.59 91-180 Days A-1-Q 12268.40 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 27910.63 Day 38 2704.21 Open A-2-Q 2755.85 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 70751.60 Day 38 3814.74 <30 Days A-3-Q 752.37 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 101476.56 Day 38 1400.23 30-90 Days A-4-Q 10602.81 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 66223.42 Day 38 8814.55 Open A-5-Q 296.81 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 91716.13 Day 38 5418.20 91-180 Days CB-1-Q 5443.05 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 39425.84 Day 38 2636.66 Open CB-2-Q 6470.08 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 15510.95 Day 38 394.71 30-90 Days S-1-Q 994.41 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 102419.58 Day 38 6801.84 Open S-2-Q 8353.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 108497.58 Day 38 9854.80 Open S-3-Q 14804.15 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 45785.17 Day 38 4598.01 30-90 Days S-4-Q 8978.23 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 76972.66 Day 38 1163.96 91-180 Days CB-3-Q 12371.15 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 69244.82 Day 38 4483.85 91-180 Days G-1-Q 13518.54 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 111813.52 Day 38 9006.33 <30 Days G-2-Q 10424.63 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 90493.11 Day 38 1246.10 91-180 Days G-3-Q 8352.18 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 13801.62 Day 38 643.65 Open S-5-Q 2519.28 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 98732.37 Day 38 9329.66 <30 Days S-6-Q 6664.23 Yes Liberty Wealth Management LLC Finance