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 6253.07 Perpetual 893.69 Open E-10 159.65 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 61297.43 Perpetual 724.71 Open E-3 1282.54 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 36340.43 Perpetual 1933.74 <30 Days E-4 335.88 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 111985.14 Perpetual 8467.79 91-180 Days E-5 12007.58 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 87971.87 Perpetual 2193.16 Open E-6 12857.87 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 34583.23 Perpetual 65.19 30-90 Days E-7 5063.81 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 45697.59 Perpetual 6736.10 <30 Days E-8 2962.25 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 13644.98 Perpetual 1989.30 91-180 Days E-9 1389.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 70039.57 Perpetual 1946.67 <30 Days G-4 6871.52 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 15082.93 Perpetual 598.25 30-90 Days IG-3 100.01 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 103927.65 Perpetual 8737.36 Open IG-4 66.45 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 47173.13 Perpetual 5103.85 <30 Days IG-5 815.83 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 71643.54 Perpetual 8720.52 <30 Days IG-6 6004.17 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 47964.36 Perpetual 1094.56 30-90 Days IG-7 2276.52 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 5926.26 Perpetual 159.89 30-90 Days IG-8 99.83 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 91186.26 Perpetual 7688.23 Open L-1 5146.50 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 110165.14 Perpetual 14918.80 <30 Days L-10 1915.12 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 104372.72 Perpetual 98.19 Open L-11 16562.04 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 97565.74 Perpetual 14325.38 <30 Days L-2 13409.94 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 109241.66 Perpetual 3808.02 91-180 Days L-3 286.37 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 63472.68 Perpetual 1485.86 91-180 Days L-4 3039.74 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 63979.01 Perpetual 7454.13 30-90 Days L-5 9619.14 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 68878.93 Perpetual 1612.14 30-90 Days L-6 6464.17 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 9959.81 Perpetual 401.60 91-180 Days L-7 754.70 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 90430.02 Perpetual 4647.76 Open L-8 12213.42 Yes Liberty Wealth Management LLC Risk Management