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 49186.08 Day 49 6963.53 Open G-2-Q 9338.85 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 10624.25 Day 49 352.59 30-90 Days G-3-Q 1842.62 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 17002.65 Day 49 947.05 91-180 Days S-5-Q 2413.25 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 19642.50 Day 49 973.73 Open S-6-Q 3168.86 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 25077.54 Day 49 758.17 Open S-7-Q 4943.90 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 38958.55 Day 49 4818.10 91-180 Days E-1-Q 7379.24 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 3424.37 Day 49 503.29 Open E-2-Q 352.97 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 69031.70 Day 49 2374.50 Open IG-1-Q 10412.46 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 22070.85 Day 49 1581.61 30-90 Days IG-2-Q 740.96 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 20771.32 Day 49 2434.71 30-90 Days C-1 525.12 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 62887.68 Day 49 2498.32 <30 Days CB-4 311.14 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 75596.15 Day 49 2046.48 91-180 Days E-10 3101.14 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 56617.27 Day 49 2459.45 Open E-3 11000.07 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 22430.10 Day 49 597.88 Open E-4 2832.98 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 31956.27 Day 49 2944.88 91-180 Days E-5 484.50 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 106470.58 Day 49 534.13 Open E-6 8304.26 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 67607.01 Day 49 2993.08 Open E-7 12955.91 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 54015.41 Day 49 2957.16 Open E-8 3222.76 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 49937.66 Day 49 3962.60 Open E-9 2685.88 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 19054.03 Day 49 2726.03 30-90 Days G-4 2852.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 10546.60 Day 49 95.30 <30 Days IG-3 140.80 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 107544.22 Day 49 7782.95 <30 Days IG-4 20129.85 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 105099.20 Day 49 11102.53 Open IG-5 16813.25 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 23236.99 Day 49 2392.41 91-180 Days IG-6 1070.77 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 63181.38 Day 49 7322.54 91-180 Days IG-7 6863.47 Yes Liberty International Finance Ltd. Risk Management