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 33697.68 Day 42 3904.18 Open S-6 2800.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 18856.06 Day 42 466.32 <30 Days S-7 342.72 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 61831.96 Day 43 3718.11 <30 Days A-0-Q 10961.86 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 89910.63 Day 43 11942.51 91-180 Days A-1-Q 612.65 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 43073.96 Day 43 2061.42 <30 Days A-2-Q 6596.06 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 105742.01 Day 43 4510.09 91-180 Days A-3-Q 12385.90 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 15249.05 Day 43 1544.51 30-90 Days A-4-Q 1180.48 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 110640.85 Day 43 8748.88 91-180 Days A-5-Q 7498.52 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 102593.63 Day 43 13903.91 91-180 Days CB-1-Q 19394.72 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 99520.33 Day 43 647.24 <30 Days CB-2-Q 3352.01 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 22553.63 Day 43 1355.63 30-90 Days S-1-Q 4169.57 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 41375.44 Day 43 1505.10 <30 Days S-2-Q 6035.95 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 103797.38 Day 43 3660.81 30-90 Days S-3-Q 2399.86 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 6392.69 Day 43 612.11 91-180 Days S-4-Q 506.68 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 12704.88 Day 43 128.51 30-90 Days CB-3-Q 2372.48 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 75297.30 Day 43 192.73 <30 Days G-1-Q 10304.15 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 47691.61 Day 43 2488.30 91-180 Days G-2-Q 4890.45 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 84516.70 Day 43 10839.11 30-90 Days G-3-Q 14665.31 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 55006.77 Day 43 8001.27 30-90 Days S-5-Q 2096.26 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 105301.06 Day 43 4033.03 91-180 Days S-6-Q 8438.44 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 68956.68 Day 43 6018.13 <30 Days S-7-Q 12751.18 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 82461.00 Day 43 7253.96 <30 Days E-1-Q 5379.73 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 38207.84 Day 43 1543.76 91-180 Days E-2-Q 7526.35 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 75809.43 Day 43 2473.24 91-180 Days IG-1-Q 14827.34 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 20896.06 Day 43 2220.71 Open IG-2-Q 944.42 Yes Liberty Capital Markets Inc. Risk Management