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 34003.11 Day 39 605.35 Open G-3 6485.33 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 60913.10 Day 39 1387.18 91-180 Days IG-1 5890.62 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 70245.83 Day 39 10049.38 30-90 Days IG-2 4725.24 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 12667.67 Day 39 887.60 91-180 Days S-1 238.29 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 78703.80 Day 39 10866.96 91-180 Days S-2 14121.59 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 19544.69 Day 39 1494.22 91-180 Days S-3 3284.80 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 64869.41 Day 39 4627.55 91-180 Days S-4 9284.00 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 33884.95 Day 39 3798.03 30-90 Days S-5 6553.49 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 78910.16 Day 39 11146.02 <30 Days S-6 199.88 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 30328.96 Day 39 1711.42 Open S-7 1063.03 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 107655.63 Day 40 256.97 <30 Days A-0-Q 17770.29 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 87904.86 Day 40 7098.93 <30 Days A-1-Q 13182.89 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 78393.39 Day 40 11037.99 <30 Days A-2-Q 3603.09 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 88573.03 Day 40 2675.82 91-180 Days A-3-Q 961.49 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 36257.14 Day 40 862.86 91-180 Days A-4-Q 5646.39 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 78354.95 Day 40 9288.92 30-90 Days A-5-Q 6559.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 101128.25 Day 40 4422.94 30-90 Days CB-1-Q 19130.49 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 61732.01 Day 40 2469.54 30-90 Days CB-2-Q 2815.61 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 86428.84 Day 40 5605.15 Open S-1-Q 689.92 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 52559.49 Day 40 2563.57 <30 Days S-2-Q 3756.83 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 28726.09 Day 40 841.99 91-180 Days S-3-Q 3.69 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 38493.69 Day 40 4188.64 91-180 Days S-4-Q 2520.60 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 85513.69 Day 40 6927.40 <30 Days CB-3-Q 5829.39 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 81590.65 Day 40 2350.17 30-90 Days G-1-Q 9045.23 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 34143.27 Day 40 1316.85 91-180 Days G-2-Q 1989.20 No Finance