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 80886.57 Day 55 10628.23 30-90 Days N-3 990.14 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 18911.32 Day 55 1247.37 Open N-4 255.93 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 12963.49 Day 55 861.13 91-180 Days N-5 84.87 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 100793.69 Day 55 8507.72 30-90 Days N-6 12304.86 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 13027.22 Day 55 47.99 Open N-7 299.55 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 83011.21 Day 55 82.75 Open P-1 3999.02 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 23909.60 Day 55 919.65 91-180 Days P-2 97.57 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 70103.03 Day 55 7253.00 30-90 Days S-8 11176.22 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 95350.52 Day 55 6688.80 <30 Days Y-1 15967.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 109532.09 Day 55 6064.41 <30 Days Y-2 21453.32 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 28085.58 Day 55 1213.52 Open Y-3 3313.46 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 52147.28 Day 55 6543.03 <30 Days Y-4 2518.74 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 29011.21 Day 55 471.54 Open Z-1 680.14 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 20943.86 Day 55 1619.96 Open A-2 601.48 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 108299.11 Day 55 12955.84 <30 Days A-3 7435.84 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 95362.04 Day 55 2513.12 30-90 Days A-4 13142.50 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 83741.29 Day 55 11412.11 <30 Days A-5 14799.65 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 17233.94 Day 55 2049.94 30-90 Days CB-1 2466.14 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 47507.90 Day 55 5552.30 30-90 Days CB-2 3136.16 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 59916.88 Day 55 4231.75 Open CB-3 4772.98 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 71758.78 Day 55 5992.37 91-180 Days E-1 13179.61 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 20763.16 Day 55 796.15 Open E-2 3685.18 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 35713.96 Day 55 1194.21 <30 Days G-1 1880.18 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 79836.81 Day 55 10505.15 91-180 Days G-2 3525.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 73207.36 Day 55 8448.79 91-180 Days G-3 3903.05 Yes Liberty International Finance Ltd. Operations