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 53750.81 Day 39 4658.31 <30 Days N-2 6856.17 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 87302.40 Day 39 4099.22 Open N-3 10702.36 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 71739.22 Day 39 4110.22 Open N-4 395.95 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 47839.64 Day 39 4766.54 91-180 Days N-5 424.63 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 105981.72 Day 39 12852.29 <30 Days N-6 13474.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 60237.55 Day 39 7086.34 91-180 Days N-7 3326.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 73480.34 Day 39 5697.24 <30 Days P-1 5366.44 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 3598.90 Day 39 201.46 Open P-2 408.16 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 83896.51 Day 39 8483.95 30-90 Days S-8 6505.39 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 57292.23 Day 39 5447.63 91-180 Days Y-1 10117.05 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 9394.51 Day 39 585.82 <30 Days Y-2 1479.12 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 54570.55 Day 39 6822.23 <30 Days Y-3 4241.29 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 70656.48 Day 39 1534.45 91-180 Days Y-4 11284.74 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 3970.84 Day 39 235.36 91-180 Days Z-1 21.89 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 26846.39 Day 39 255.04 <30 Days A-2 635.25 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 98510.93 Day 39 7968.55 30-90 Days A-3 7056.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 85637.10 Day 39 7332.24 <30 Days A-4 9316.78 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 69768.65 Day 39 5107.19 <30 Days A-5 8607.37 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 109730.90 Day 39 14273.55 <30 Days CB-1 14610.76 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 6992.40 Day 39 462.40 91-180 Days CB-2 262.51 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 12864.98 Day 39 1714.59 91-180 Days CB-3 1551.34 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 82257.77 Day 39 7446.73 91-180 Days E-1 10453.00 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 6021.22 Day 39 255.14 91-180 Days E-2 485.87 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 6600.02 Day 39 371.84 30-90 Days G-1 890.13 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 77555.90 Day 39 3897.31 Open G-2 5053.84 Yes Liberty Capital Markets Inc. Treasury