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 Yes 67178.61 Day 38 2146.36 <30 Days A-2 8804.51 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 105970.71 Day 38 4970.47 91-180 Days A-3 553.31 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 48228.45 Day 38 5678.83 <30 Days A-4 5075.02 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 14398.28 Day 38 148.76 Open A-5 472.46 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 79619.45 Day 38 3502.91 <30 Days CB-1 731.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 111595.31 Day 38 2287.45 91-180 Days CB-2 8831.07 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 86040.73 Day 38 1277.39 30-90 Days CB-3 14405.46 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 34754.91 Day 38 992.51 Open E-1 5390.37 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 46764.28 Day 38 6114.29 Open E-2 4885.46 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 37810.98 Day 38 5185.40 <30 Days G-1 349.31 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 101032.89 Day 38 8415.15 <30 Days G-2 7398.57 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 86585.49 Day 38 9318.41 <30 Days G-3 12142.89 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 87167.87 Day 38 5156.57 Open IG-1 10934.33 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 43742.12 Day 38 1792.52 30-90 Days IG-2 8189.89 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 106233.80 Day 38 6220.14 91-180 Days S-1 10748.95 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 3372.11 Day 38 471.91 <30 Days S-2 613.53 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 25219.09 Day 38 1601.44 91-180 Days S-3 4273.72 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 105502.87 Day 38 11385.13 <30 Days S-4 17825.78 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 35355.00 Day 38 1789.95 30-90 Days S-5 4916.56 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 81912.86 Day 38 7917.01 30-90 Days S-6 10656.76 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 83083.23 Day 38 509.29 30-90 Days S-7 2526.06 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 42756.07 Day 39 1422.04 91-180 Days A-0-Q 8067.00 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 21152.41 Day 39 2399.99 30-90 Days A-1-Q 564.90 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 38336.09 Day 39 4381.38 91-180 Days A-2-Q 2615.03 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 14669.22 Day 39 345.84 <30 Days A-3-Q 2151.73 Yes Liberty International Finance Ltd. Legal