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 6983.39 Day 51 1011.12 91-180 Days P-2 279.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 43761.48 Day 51 5818.89 Open S-8 1376.02 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 53119.70 Day 51 7011.86 Open Y-1 67.35 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 2169.68 Day 51 88.69 Open Y-2 362.11 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 45637.71 Day 51 3319.27 <30 Days Y-3 6766.76 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 40118.89 Day 51 2241.13 <30 Days Y-4 942.74 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 50240.29 Day 51 6347.12 <30 Days Z-1 1222.22 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 18166.43 Day 51 400.81 30-90 Days A-2 3075.44 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 67509.76 Day 51 4638.90 30-90 Days A-3 5932.80 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 64183.96 Day 51 7948.48 Open A-4 4110.13 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 52609.10 Day 51 1259.14 <30 Days A-5 3117.07 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 43948.87 Day 51 1873.60 <30 Days CB-1 6202.80 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 6789.64 Day 51 735.95 Open CB-2 541.51 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 103712.81 Day 51 1193.55 30-90 Days CB-3 17664.21 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 35818.34 Day 51 4920.32 91-180 Days E-1 2401.30 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 8749.64 Day 51 720.18 30-90 Days E-2 1413.96 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 64090.03 Day 51 4737.73 91-180 Days G-1 6037.58 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 28975.23 Day 51 743.31 91-180 Days G-2 3871.87 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 53471.02 Day 51 4652.19 Open G-3 4568.81 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 56931.40 Day 51 7681.62 30-90 Days IG-1 2377.21 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 61095.59 Day 51 6992.17 Open IG-2 1433.51 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 70009.41 Day 51 8524.31 91-180 Days S-1 8205.44 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 30839.19 Day 51 1753.11 Open S-2 5973.49 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 87901.70 Day 51 6387.57 30-90 Days S-3 5206.59 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 68636.71 Day 51 7222.30 Open S-4 10342.20 No Operations