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 10263.47 Day 58 948.49 Open IG-7 1830.39 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 103240.54 Day 58 9758.10 <30 Days IG-8 904.21 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 68464.27 Day 58 454.19 Open L-1 9787.57 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 38613.17 Day 58 1171.96 30-90 Days L-10 5391.34 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 100641.62 Day 58 8500.53 91-180 Days L-11 16310.86 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 15299.44 Day 58 2246.42 91-180 Days L-2 243.31 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 84281.45 Day 58 11112.36 91-180 Days L-3 13218.12 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 88324.76 Day 58 3291.41 Open L-4 11918.06 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 57981.79 Day 58 910.47 Open L-5 1711.00 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 92188.29 Day 58 9591.31 30-90 Days L-6 11442.39 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 43540.93 Day 58 2404.20 91-180 Days L-7 7575.20 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 75263.84 Day 58 5660.91 <30 Days L-8 2412.44 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 36311.10 Day 58 1801.39 Open L-9 220.20 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 2832.77 Day 58 294.05 <30 Days LC-1 362.08 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 107921.44 Day 58 10079.41 30-90 Days LC-2 1032.96 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 81915.93 Day 58 370.01 91-180 Days N-1 14886.31 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 47484.68 Day 58 5211.92 91-180 Days N-2 5096.01 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 24481.61 Day 58 505.98 91-180 Days N-3 2117.21 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 17082.61 Day 58 906.07 Open N-4 2441.09 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 57949.30 Day 58 4965.21 91-180 Days N-5 11525.45 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 88486.35 Day 58 32.88 30-90 Days N-6 10779.62 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 50092.76 Day 58 1255.54 <30 Days N-7 1847.80 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 13841.80 Day 58 569.11 <30 Days P-1 2700.38 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 65221.76 Day 58 383.32 <30 Days P-2 8295.90 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 42430.67 Day 58 216.98 <30 Days S-8 6672.29 Yes Liberty Mortgage Services Corp. Operations