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 107242.20 Day 52 1431.23 91-180 Days CB-1 2438.68 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 9726.61 Day 52 1104.21 <30 Days CB-2 1936.22 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 5590.14 Day 52 275.97 <30 Days CB-3 830.41 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 89465.62 Day 52 1860.94 91-180 Days E-1 2185.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 99592.57 Day 52 8456.15 91-180 Days E-2 3668.74 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 94722.33 Day 52 5272.24 30-90 Days G-1 4685.20 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 92116.47 Day 52 6491.62 91-180 Days G-2 9289.18 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 69697.53 Day 52 71.47 <30 Days G-3 9527.47 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 61917.50 Day 52 7842.20 <30 Days IG-1 10590.53 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 76763.19 Day 52 3086.65 Open IG-2 8553.29 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 49892.82 Day 52 3485.47 30-90 Days S-1 8816.08 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 89869.78 Day 52 4832.84 30-90 Days S-2 9497.87 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 73482.76 Day 52 10682.66 <30 Days S-3 2795.82 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 24265.59 Day 52 56.40 <30 Days S-4 4083.18 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 63953.05 Day 52 847.21 91-180 Days S-5 305.18 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 44389.96 Day 52 1524.75 91-180 Days S-6 7765.43 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 54956.97 Day 52 4145.45 30-90 Days S-7 7315.21 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 73777.80 Day 53 3425.90 <30 Days A-0-Q 3413.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 69232.38 Day 53 9895.30 30-90 Days A-1-Q 9656.14 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 110225.61 Day 53 16308.52 <30 Days A-2-Q 7544.15 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 54997.27 Day 53 7574.67 Open A-3-Q 7860.45 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 106659.38 Day 53 4311.59 30-90 Days A-4-Q 7504.33 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 10233.01 Day 53 218.20 30-90 Days A-5-Q 1561.53 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 14878.15 Day 53 379.68 91-180 Days CB-1-Q 1701.33 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 98696.65 Day 53 3931.15 <30 Days CB-2-Q 896.27 Yes Liberty Capital Markets Inc. Finance