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 71784.42 Day 57 6428.71 Open LC-2 6895.77 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 40091.08 Day 57 3856.01 Open N-1 3817.83 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 24543.48 Day 57 252.59 91-180 Days N-2 4764.75 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 48987.93 Day 57 5756.92 30-90 Days N-3 2882.97 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 26043.65 Day 57 881.64 <30 Days N-4 222.52 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 46880.18 Day 57 2811.30 30-90 Days N-5 1398.72 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 71432.72 Day 57 2627.48 <30 Days N-6 1217.45 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 26507.66 Day 57 3491.57 30-90 Days N-7 5087.60 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 38790.37 Day 57 4051.28 Open P-1 3914.67 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 87700.62 Day 57 1224.24 30-90 Days P-2 6681.85 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 56219.83 Day 57 204.15 30-90 Days S-8 10461.42 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 15072.13 Day 57 1127.92 30-90 Days Y-1 515.46 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 10079.07 Day 57 917.97 Open Y-2 1619.48 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 23930.71 Day 57 448.40 91-180 Days Y-3 2078.47 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 64968.27 Day 57 3745.88 Open Y-4 9509.12 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 19226.99 Day 57 205.93 30-90 Days Z-1 2571.48 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 37271.80 Day 57 3793.28 30-90 Days A-2 6744.78 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 30388.66 Day 57 1274.39 <30 Days A-3 4690.88 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 11536.57 Day 57 1025.24 91-180 Days A-4 1047.44 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 75387.56 Day 57 7491.59 30-90 Days A-5 2406.11 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 94508.03 Day 57 3452.35 <30 Days CB-1 8435.26 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 83193.96 Day 57 2171.08 Open CB-2 3606.92 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 24742.75 Day 57 649.21 <30 Days CB-3 3857.59 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 68654.68 Day 57 8782.43 Open E-1 11167.30 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 45424.89 Day 57 5449.96 30-90 Days E-2 3014.61 No Legal