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 24013.23 Day 43 887.77 Open L-7 2705.63 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 33860.63 Day 43 5010.82 91-180 Days L-8 1359.48 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 55439.49 Day 43 7069.79 91-180 Days L-9 1846.75 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 94879.89 Day 43 12684.26 30-90 Days LC-1 8940.95 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 35852.09 Day 43 4307.52 <30 Days LC-2 3611.53 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 23003.33 Day 43 2578.82 91-180 Days N-1 1412.17 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 93388.78 Day 43 13935.00 Open N-2 769.63 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 98587.35 Day 43 855.40 Open N-3 555.13 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 88312.54 Day 43 1329.95 <30 Days N-4 9309.40 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 78056.49 Day 43 6370.69 30-90 Days N-5 5512.42 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 3351.26 Day 43 245.99 30-90 Days N-6 516.07 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 25388.31 Day 43 2936.14 91-180 Days N-7 4178.19 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 94606.63 Day 43 7102.25 Open P-1 5705.37 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 49836.65 Day 43 4938.13 91-180 Days P-2 9507.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 66246.85 Day 43 5289.50 Open S-8 2599.23 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 105074.41 Day 43 5126.81 91-180 Days Y-1 8931.97 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 54560.81 Day 43 1624.60 30-90 Days Y-2 9808.64 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 37377.65 Day 43 279.88 30-90 Days Y-3 7093.48 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 76808.98 Day 43 9859.79 91-180 Days Y-4 5466.78 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 8112.80 Day 43 355.13 Open Z-1 100.06 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 88968.12 Day 43 12965.77 Open A-2 7411.63 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 62063.97 Day 43 6998.14 Open A-3 10484.33 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 53237.39 Day 43 6921.90 91-180 Days A-4 9775.08 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 7193.78 Day 43 76.34 91-180 Days A-5 842.02 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 42519.46 Day 43 6248.07 <30 Days CB-1 3523.34 No Legal