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 103734.60 Day 56 10440.32 Open Y-4 7549.87 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 47650.88 Day 56 810.15 <30 Days Z-1 7767.79 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 14383.51 Day 56 1193.86 Open A-2 468.16 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 52708.79 Day 56 5025.06 <30 Days A-3 10357.74 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 101131.55 Day 56 13024.35 30-90 Days A-4 13790.91 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 20795.74 Day 56 2885.26 Open A-5 1095.75 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 16430.55 Day 56 328.39 Open CB-1 2954.85 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 31480.72 Day 56 4290.97 30-90 Days CB-2 3372.69 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 81738.09 Day 56 4771.98 30-90 Days CB-3 11602.08 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 37835.39 Day 56 4621.62 <30 Days E-1 5984.93 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 10408.64 Day 56 612.26 91-180 Days E-2 1645.81 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 9626.71 Day 56 596.93 <30 Days G-1 1670.04 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 30988.50 Day 56 133.91 30-90 Days G-2 1689.51 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 92859.08 Day 56 2937.97 Open G-3 15644.21 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 10608.92 Day 56 1114.38 30-90 Days IG-1 1339.42 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 94531.86 Day 56 5170.18 91-180 Days IG-2 11869.07 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 46925.05 Day 56 1299.21 30-90 Days S-1 1789.30 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 22382.99 Day 56 127.12 Open S-2 382.99 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 80081.55 Day 56 7581.37 30-90 Days S-3 9623.98 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 1281.36 Day 56 31.61 30-90 Days S-4 124.02 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 12019.19 Day 56 537.16 Open S-5 637.02 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 15075.63 Day 56 1066.50 91-180 Days S-6 1143.38 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 2802.97 Day 56 243.33 91-180 Days S-7 507.68 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 68257.48 Day 57 5258.20 91-180 Days A-0-Q 2950.71 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 40037.72 Day 57 3360.37 91-180 Days A-1-Q 6458.75 No Treasury