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 64458.79 >5 Yr 7146.52 30-90 Days G-2-Q 11055.71 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 32238.80 >5 Yr 2515.81 <30 Days G-3-Q 1074.45 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 15918.83 >5 Yr 327.39 <30 Days S-5-Q 2354.11 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 1057.23 >5 Yr 46.67 <30 Days S-6-Q 141.32 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 6064.56 >5 Yr 310.11 91-180 Days S-7-Q 258.42 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 52847.36 >5 Yr 4351.64 Open E-1-Q 2659.68 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 7575.11 >5 Yr 735.46 Open E-2-Q 1406.30 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 58546.70 >5 Yr 1510.41 30-90 Days IG-1-Q 10595.83 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 26441.17 >5 Yr 228.00 91-180 Days IG-2-Q 1173.87 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 31817.53 >5 Yr 3512.87 30-90 Days C-1 2059.66 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 29034.38 >5 Yr 3160.29 30-90 Days CB-4 1061.08 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 12925.08 >5 Yr 1507.46 Open E-10 2111.69 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 48186.57 >5 Yr 6105.95 Open E-3 7905.67 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 54095.32 >5 Yr 2868.79 91-180 Days E-4 7424.47 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 90194.05 >5 Yr 7329.13 <30 Days E-5 8697.12 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 96445.99 >5 Yr 13935.41 <30 Days E-6 11142.59 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 19256.64 >5 Yr 1950.81 Open E-7 2977.64 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 15146.67 >5 Yr 805.85 91-180 Days E-8 1781.93 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 85977.49 >5 Yr 1886.11 91-180 Days E-9 10188.12 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 61637.88 >5 Yr 2695.79 Open G-4 11631.82 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 60684.39 >5 Yr 75.96 91-180 Days IG-3 7682.41 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 49415.76 >5 Yr 3459.15 <30 Days IG-4 2843.67 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 78646.93 >5 Yr 8042.39 91-180 Days IG-5 1233.03 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 87617.09 >5 Yr 6544.50 91-180 Days IG-6 9783.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 58207.24 >5 Yr 2263.54 30-90 Days IG-7 8277.76 Yes Liberty Wealth Management LLC Treasury