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 64573.76 Day 44 5842.04 30-90 Days IG-3 10921.58 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 29660.84 Day 44 2203.42 30-90 Days IG-4 4433.37 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 29067.32 Day 44 1243.65 30-90 Days IG-5 4211.00 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 9225.08 Day 44 468.55 Open IG-6 268.45 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 95341.48 Day 44 1438.74 30-90 Days IG-7 16140.85 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 24067.04 Day 44 1615.33 30-90 Days IG-8 2019.02 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 12571.09 Day 44 830.16 91-180 Days L-1 2124.01 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 9714.41 Day 44 307.44 30-90 Days L-10 764.20 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 105996.01 Day 44 15505.10 Open L-11 12402.58 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 78471.99 Day 44 9506.41 30-90 Days L-2 3558.74 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 112042.97 Day 44 6241.65 <30 Days L-3 13443.33 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 69688.55 Day 44 2868.01 30-90 Days L-4 13677.32 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 29223.84 Day 44 2914.68 Open L-5 448.79 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 11061.17 Day 44 252.17 Open L-6 89.67 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 92415.51 Day 44 12237.23 Open L-7 6967.88 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 53764.09 Day 44 2721.25 91-180 Days L-8 4407.20 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 49551.58 Day 44 5494.99 <30 Days L-9 5340.26 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 81886.94 Day 44 2764.02 91-180 Days LC-1 15935.95 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 82303.16 Day 44 2263.59 91-180 Days LC-2 12100.40 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 15690.28 Day 44 1850.46 Open N-1 2606.06 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 61861.25 Day 44 4169.89 Open N-2 9953.76 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 22343.36 Day 44 2969.51 Open N-3 3757.74 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 113456.33 Day 44 4530.37 30-90 Days N-4 22619.42 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 94976.94 Day 44 11056.48 91-180 Days N-5 8394.05 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 7769.20 Day 44 969.47 91-180 Days N-6 676.34 Yes Liberty Wealth Management LLC Treasury