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 5566.74 Day 60 78.92 91-180 Days IG-4 824.37 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 21082.68 Day 60 289.86 <30 Days IG-5 349.75 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 3703.70 Day 60 142.66 91-180 Days IG-6 221.06 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 55703.14 Day 60 1024.86 30-90 Days IG-7 6987.89 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 65402.71 Day 60 6716.61 <30 Days IG-8 6631.44 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 76475.15 Day 60 6988.88 91-180 Days L-1 8292.84 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 27373.44 Day 60 2481.24 <30 Days L-10 423.60 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 26864.46 Day 60 2971.41 <30 Days L-11 279.70 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 97331.84 Day 60 12205.64 Open L-2 13400.12 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 11391.52 Day 60 1300.19 91-180 Days L-3 2128.01 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 34859.87 Day 60 1288.79 30-90 Days L-4 4527.37 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 87992.26 Day 60 10136.05 <30 Days L-5 4205.82 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 71989.22 Day 60 342.16 <30 Days L-6 12536.89 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 107797.50 Day 60 11263.32 30-90 Days L-7 12861.21 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 69308.13 Day 60 8083.43 Open L-8 7493.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 110512.80 Day 60 7632.95 91-180 Days L-9 5971.41 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 109024.46 Day 60 12925.65 91-180 Days LC-1 15725.15 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 1794.33 Day 60 212.79 30-90 Days LC-2 59.36 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 108195.60 Day 60 8043.16 <30 Days N-1 5523.64 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 14710.84 Day 60 393.85 30-90 Days N-2 1392.95 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 69507.22 Day 60 4005.27 Open N-3 6406.97 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 104025.14 Day 60 10338.16 <30 Days N-4 15423.29 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 92133.96 Day 60 7762.42 91-180 Days N-5 10397.64 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 66326.09 Day 60 703.03 30-90 Days N-6 9708.21 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 33305.22 Day 60 4176.65 30-90 Days N-7 2516.80 No Operations