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 63386.43 Day 43 3191.20 30-90 Days CB-2 10585.33 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 65223.77 Day 43 7791.16 Open CB-3 5016.94 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 110792.13 Day 43 159.76 30-90 Days E-1 11463.39 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 73600.86 Day 43 10557.36 91-180 Days E-2 10024.98 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 83679.21 Day 43 9662.37 <30 Days G-1 785.70 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 26022.66 Day 43 1220.51 30-90 Days G-2 2781.79 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 61305.52 Day 43 2490.28 30-90 Days G-3 9305.76 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 113326.47 Day 43 8376.86 <30 Days IG-1 22509.81 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 75588.56 Day 43 6557.62 30-90 Days IG-2 8172.34 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 63436.82 Day 43 986.44 Open S-1 8880.41 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 102359.57 Day 43 7221.00 Open S-2 6107.10 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 46508.92 Day 43 1832.12 <30 Days S-3 4134.77 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 90574.78 Day 43 6438.07 Open S-4 15846.90 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 12657.64 Day 43 1666.06 91-180 Days S-5 16.60 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 28519.87 Day 43 1516.19 Open S-6 290.03 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 64862.69 Day 43 2216.66 91-180 Days S-7 262.45 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 89622.79 Day 44 6762.42 30-90 Days A-0-Q 11668.42 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 101657.87 Day 44 1516.71 Open A-1-Q 17486.71 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 41732.34 Day 44 5030.55 Open A-2-Q 5148.36 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 100641.58 Day 44 8499.68 Open A-3-Q 17464.91 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 91079.49 Day 44 5420.04 <30 Days A-4-Q 5972.15 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 54739.81 Day 44 1349.14 30-90 Days A-5-Q 429.36 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 67845.66 Day 44 1270.60 <30 Days CB-1-Q 7414.36 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 84075.05 Day 44 2968.07 <30 Days CB-2-Q 9037.72 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 44105.78 Day 44 3306.67 Open S-1-Q 4076.67 Yes Liberty International Finance Ltd. Risk Management