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 2987.75 >3 Yr <= 4 Yr 217.74 30-90 Days L-11 111.42 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 42863.20 >3 Yr <= 4 Yr 3119.50 91-180 Days L-2 2607.85 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 67705.19 >3 Yr <= 4 Yr 6300.06 30-90 Days L-3 12490.07 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 81537.31 >3 Yr <= 4 Yr 10339.58 Open L-4 15782.82 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 98217.30 >3 Yr <= 4 Yr 5512.91 <30 Days L-5 2677.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 39695.14 >3 Yr <= 4 Yr 5708.58 <30 Days L-6 2049.61 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 86574.96 >3 Yr <= 4 Yr 8856.91 Open L-7 197.45 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 91053.52 >3 Yr <= 4 Yr 11362.29 <30 Days L-8 14277.47 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 50919.65 >3 Yr <= 4 Yr 1200.38 30-90 Days L-9 3304.19 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 13578.13 >3 Yr <= 4 Yr 1468.55 30-90 Days LC-1 729.29 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 43504.50 >3 Yr <= 4 Yr 5983.72 <30 Days LC-2 6501.22 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 90901.67 >3 Yr <= 4 Yr 9734.43 91-180 Days N-1 1721.32 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 49413.54 >3 Yr <= 4 Yr 6079.77 <30 Days N-2 6635.62 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 59480.00 >3 Yr <= 4 Yr 4974.89 <30 Days N-3 9618.72 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 43304.02 >3 Yr <= 4 Yr 584.18 91-180 Days N-4 7323.19 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 35823.52 >3 Yr <= 4 Yr 3109.91 30-90 Days N-5 5625.52 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 86473.23 >3 Yr <= 4 Yr 4416.53 <30 Days N-6 206.19 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 93805.02 >3 Yr <= 4 Yr 6380.31 Open N-7 1438.25 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 48623.66 >3 Yr <= 4 Yr 5871.48 Open P-1 513.73 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 84882.22 >3 Yr <= 4 Yr 7318.98 <30 Days P-2 10353.98 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 27189.62 >3 Yr <= 4 Yr 909.04 <30 Days S-8 56.50 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 8943.54 >3 Yr <= 4 Yr 438.71 30-90 Days Y-1 1262.94 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 22796.29 >3 Yr <= 4 Yr 3169.49 91-180 Days Y-2 1238.45 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 22958.30 >3 Yr <= 4 Yr 1071.16 91-180 Days Y-3 737.84 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 98880.71 >3 Yr <= 4 Yr 5687.34 Open Y-4 2676.80 No Finance