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 77757.61 Day 53 9004.14 30-90 Days S-2 57.41 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 49848.59 Day 53 1522.02 30-90 Days S-3 5424.89 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 74406.99 Day 53 2692.89 30-90 Days S-4 10500.31 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 72599.88 Day 53 1749.90 Open S-5 13970.14 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 58481.75 Day 53 7593.97 Open S-6 10179.53 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 38256.29 Day 53 2875.69 Open S-7 435.63 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 38401.35 Day 54 3306.60 30-90 Days A-0-Q 5284.36 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 11056.59 Day 54 1025.37 91-180 Days A-1-Q 1693.74 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 34406.57 Day 54 2577.68 <30 Days A-2-Q 4476.92 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 67378.64 Day 54 776.79 30-90 Days A-3-Q 6225.95 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 96039.05 Day 54 536.27 <30 Days A-4-Q 7421.68 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 15686.14 Day 54 2130.66 <30 Days A-5-Q 940.52 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 101404.12 Day 54 3077.36 30-90 Days CB-1-Q 1364.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 53844.14 Day 54 6487.42 30-90 Days CB-2-Q 686.24 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 51134.06 Day 54 1391.29 91-180 Days S-1-Q 233.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 93787.61 Day 54 74.00 30-90 Days S-2-Q 6316.34 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 57274.83 Day 54 4487.18 91-180 Days S-3-Q 3649.40 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 56028.92 Day 54 4809.33 91-180 Days S-4-Q 10285.67 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 54796.19 Day 54 2247.72 30-90 Days CB-3-Q 2237.84 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 9365.36 Day 54 61.74 91-180 Days G-1-Q 1.51 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 13023.71 Day 54 1738.20 <30 Days G-2-Q 62.09 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 110236.09 Day 54 10551.26 <30 Days G-3-Q 10218.84 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 14174.38 Day 54 1259.47 <30 Days S-5-Q 1217.31 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 7151.14 Day 54 672.89 <30 Days S-6-Q 425.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 56844.32 Day 54 2445.32 Open S-7-Q 3369.65 No Finance