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 9044.18 Day 50 1142.77 91-180 Days E-10 453.22 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 108742.77 Day 50 11261.56 91-180 Days E-3 13812.98 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 71537.80 Day 50 1529.81 91-180 Days E-4 5012.99 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 105264.82 Day 50 2033.66 30-90 Days E-5 369.72 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 42877.65 Day 50 3623.41 91-180 Days E-6 2208.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 11391.57 Day 50 620.11 30-90 Days E-7 1939.17 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 81909.06 Day 50 10554.29 30-90 Days E-8 15558.83 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 25179.54 Day 50 3438.52 <30 Days E-9 2515.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 61516.44 Day 50 2565.99 30-90 Days G-4 519.16 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 29311.68 Day 50 2696.61 Open IG-3 909.33 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 94268.89 Day 50 7057.43 Open IG-4 6728.58 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 29445.20 Day 50 270.09 91-180 Days IG-5 1929.62 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 75642.07 Day 50 4526.81 <30 Days IG-6 5095.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 46262.08 Day 50 5317.49 <30 Days IG-7 6036.06 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 47262.00 Day 50 1442.17 Open IG-8 2592.59 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 92205.98 Day 50 9027.67 Open L-1 1895.99 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 103414.97 Day 50 15098.49 Open L-10 6996.62 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 102581.05 Day 50 8857.43 Open L-11 10834.26 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 27528.26 Day 50 3270.44 Open L-2 3037.60 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 32850.45 Day 50 4876.41 30-90 Days L-3 2570.05 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 7932.42 Day 50 462.89 30-90 Days L-4 1198.00 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 61424.66 Day 50 8739.30 30-90 Days L-5 8414.40 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 3937.46 Day 50 53.57 91-180 Days L-6 118.84 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 54844.88 Day 50 4512.38 <30 Days L-7 8856.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 98577.49 Day 50 10538.56 91-180 Days L-8 4191.11 No Finance