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 97258.45 Day 59 13626.04 30-90 Days L-8 2012.99 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 79020.65 Day 59 3644.21 30-90 Days L-9 8365.44 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 100813.04 Day 59 9522.84 <30 Days LC-1 15875.85 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 8192.88 Day 59 1091.95 91-180 Days LC-2 107.62 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 15795.10 Day 59 953.90 91-180 Days N-1 2972.13 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 39282.76 Day 59 4821.17 30-90 Days N-2 3005.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 43806.21 Day 59 6300.46 30-90 Days N-3 2628.29 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 9877.08 Day 59 682.71 91-180 Days N-4 1561.21 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 84437.19 Day 59 2357.34 <30 Days N-5 1276.69 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 81622.56 Day 59 5624.51 30-90 Days N-6 7563.72 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 97412.93 Day 59 10845.89 30-90 Days N-7 5070.15 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 3046.23 Day 59 137.96 91-180 Days P-1 215.97 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 73957.35 Day 59 7815.57 91-180 Days P-2 1203.62 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 56595.57 Day 59 5254.84 91-180 Days S-8 9307.53 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 75323.32 Day 59 8714.01 30-90 Days Y-1 3909.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 69554.04 Day 59 3653.97 <30 Days Y-2 5474.91 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 11928.09 Day 59 708.32 <30 Days Y-3 757.17 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 89732.30 Day 59 7518.78 <30 Days Y-4 15946.78 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 90913.85 Day 59 5421.78 30-90 Days Z-1 16800.99 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 22941.66 Day 59 3153.10 30-90 Days A-2 3148.16 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 64792.88 Day 59 5777.45 91-180 Days A-3 1534.67 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 43283.48 Day 59 1080.13 <30 Days A-4 3657.61 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 78523.43 Day 59 7441.88 91-180 Days A-5 13733.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 28035.88 Day 59 1168.68 91-180 Days CB-1 58.30 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 13244.76 Day 59 1127.80 Open CB-2 270.92 Yes Liberty Wealth Management LLC Finance