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 65822.87 Day 41 4316.73 30-90 Days E-2 3547.53 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 2414.37 Day 41 116.77 <30 Days G-1 455.94 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 80360.80 Day 41 8157.04 91-180 Days G-2 469.20 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 44873.66 Day 41 6302.35 <30 Days G-3 8611.72 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 106370.57 Day 41 347.63 91-180 Days IG-1 18982.23 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 48700.48 Day 41 1377.94 30-90 Days IG-2 3908.93 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 51240.43 Day 41 5374.83 91-180 Days S-1 7137.72 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 9650.36 Day 41 1006.03 91-180 Days S-2 1239.44 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 53905.89 Day 41 3583.06 91-180 Days S-3 2962.88 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 30220.73 Day 41 4160.80 Open S-4 4598.75 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 4928.73 Day 41 198.51 Open S-5 976.93 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 64412.79 Day 41 6903.43 <30 Days S-6 1636.63 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 82111.82 Day 41 2661.12 Open S-7 2703.65 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 23837.19 Day 42 290.99 Open A-0-Q 3836.09 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 81798.49 Day 42 9573.32 91-180 Days A-1-Q 6904.32 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 98967.00 Day 42 9697.37 91-180 Days A-2-Q 5599.67 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 37121.61 Day 42 1967.68 30-90 Days A-3-Q 2183.38 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 83698.97 Day 42 4516.27 91-180 Days A-4-Q 7362.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 12805.71 Day 42 1727.60 Open A-5-Q 706.57 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 94737.43 Day 42 273.88 <30 Days CB-1-Q 1026.96 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 8215.53 Day 42 618.96 Open CB-2-Q 681.85 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 79507.01 Day 42 4715.24 <30 Days S-1-Q 8307.33 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 25748.60 Day 42 3179.43 91-180 Days S-2-Q 2575.39 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 6504.32 Day 42 71.67 Open S-3-Q 995.45 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 47872.92 Day 42 4969.85 Open S-4-Q 8632.03 Yes Liberty Wealth Management LLC Operations