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 76464.06 Day 47 2248.60 30-90 Days L-11 8368.34 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 29586.69 Day 47 554.13 30-90 Days L-2 318.59 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 29232.38 Day 47 600.75 Open L-3 3776.21 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 12809.14 Day 47 1511.73 91-180 Days L-4 2364.96 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 46199.47 Day 47 1080.07 <30 Days L-5 8465.69 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 69024.00 Day 47 2068.52 91-180 Days L-6 1133.56 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 40167.54 Day 47 4405.04 <30 Days L-7 7603.50 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 89759.94 Day 47 5612.31 <30 Days L-8 14825.01 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 79682.23 Day 47 4905.80 Open L-9 14555.10 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 70576.81 Day 47 2096.07 30-90 Days LC-1 3623.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 61151.04 Day 47 1341.29 <30 Days LC-2 8745.20 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 22828.77 Day 47 401.64 <30 Days N-1 3225.35 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 75902.24 Day 47 663.82 91-180 Days N-2 2177.95 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 25747.54 Day 47 2775.43 <30 Days N-3 3556.13 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 66933.38 Day 47 3598.18 30-90 Days N-4 10622.86 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 83518.96 Day 47 12256.75 <30 Days N-5 6695.87 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 35453.69 Day 47 4240.91 Open N-6 4318.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 36419.27 Day 47 1382.93 <30 Days N-7 2637.05 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 89555.14 Day 47 7250.13 <30 Days P-1 16499.55 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 35940.00 Day 47 4286.85 <30 Days P-2 6326.75 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 44454.58 Day 47 6110.45 91-180 Days S-8 3275.78 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 28049.95 Day 47 1837.12 Open Y-1 3733.06 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 65759.94 Day 47 56.47 Open Y-2 12216.01 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 26201.78 Day 47 2607.18 91-180 Days Y-3 2380.37 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 65427.01 Day 47 3479.38 91-180 Days Y-4 1507.73 No Treasury