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 107596.23 Day 58 2673.29 91-180 Days Y-1 7665.69 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 91675.97 Day 58 8191.77 30-90 Days Y-2 6811.98 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 72998.90 Day 58 4627.58 30-90 Days Y-3 6639.48 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 98056.38 Day 58 14327.86 Open Y-4 17146.28 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 111343.72 Day 58 13060.94 Open Z-1 10478.79 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 48959.03 Day 58 407.84 30-90 Days A-2 9127.07 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 31953.44 Day 58 1642.62 Open A-3 5749.94 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 76461.35 Day 58 285.47 <30 Days A-4 2946.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 98988.43 Day 58 14067.41 30-90 Days A-5 9568.23 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 63725.51 Day 58 4473.39 Open CB-1 1737.65 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 27910.53 Day 58 1505.65 Open CB-2 1403.71 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 21092.29 Day 58 1923.32 30-90 Days CB-3 3079.49 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 108208.35 Day 58 5129.02 91-180 Days E-1 16081.05 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 74094.44 Day 58 1722.72 30-90 Days E-2 14332.94 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 32187.19 Day 58 1034.47 91-180 Days G-1 455.62 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 7890.84 Day 58 741.07 <30 Days G-2 939.15 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 113100.63 Day 58 11456.45 <30 Days G-3 7607.71 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 79714.14 Day 58 9552.76 30-90 Days IG-1 5397.10 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 21274.08 Day 58 2503.69 <30 Days IG-2 1235.87 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 13147.90 Day 58 356.10 30-90 Days S-1 1831.25 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 94895.01 Day 58 2956.46 <30 Days S-2 8288.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 56370.82 Day 58 1915.60 <30 Days S-3 7740.40 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 110112.73 Day 58 5250.01 30-90 Days S-4 11978.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 108832.95 Day 58 2157.97 <30 Days S-5 5081.56 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 26787.05 Day 58 2487.04 <30 Days S-6 224.83 No Finance