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 94782.75 Day 46 1734.06 91-180 Days E-8 4763.60 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 87478.00 Day 46 3109.21 <30 Days E-9 5270.91 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 15930.88 Day 46 484.98 91-180 Days G-4 2227.28 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 704.85 Day 46 38.55 30-90 Days IG-3 101.46 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 55229.68 Day 46 2633.18 30-90 Days IG-4 4080.08 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 70639.51 Day 46 2657.58 30-90 Days IG-5 7277.49 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 64911.19 Day 46 8400.74 91-180 Days IG-6 5210.65 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 38241.93 Day 46 3236.48 30-90 Days IG-7 741.03 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 2104.93 Day 46 128.13 <30 Days IG-8 333.11 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 51456.26 Day 46 924.89 Open L-1 5520.34 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 82682.33 Day 46 8541.50 <30 Days L-10 10639.23 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 63468.16 Day 46 5981.28 <30 Days L-11 5449.76 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 69343.09 Day 46 3678.26 <30 Days L-2 4671.50 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 50088.08 Day 46 1429.85 <30 Days L-3 5112.39 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 68096.10 Day 46 8047.88 Open L-4 11184.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 29558.83 Day 46 3325.23 30-90 Days L-5 327.87 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 19579.09 Day 46 241.25 Open L-6 2478.60 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 88985.08 Day 46 2963.11 30-90 Days L-7 12411.46 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 66636.38 Day 46 3806.92 <30 Days L-8 7904.48 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 36831.70 Day 46 3797.80 91-180 Days L-9 3244.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 53201.91 Day 46 860.57 <30 Days LC-1 1288.11 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 54569.04 Day 46 514.99 30-90 Days LC-2 4747.11 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 28752.24 Day 46 2226.87 91-180 Days N-1 1326.90 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 44136.78 Day 46 1081.39 30-90 Days N-2 4330.36 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 60426.66 Day 46 548.94 91-180 Days N-3 12057.69 Yes Liberty Capital Markets Inc. Risk Management