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 35055.94 Perpetual 1282.54 91-180 Days E-1 6989.98 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 61447.80 Perpetual 4792.02 91-180 Days E-2 4498.54 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 108403.17 Perpetual 15768.28 Open G-1 8605.12 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 40529.33 Perpetual 603.08 Open G-2 8002.55 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 47021.67 Perpetual 6933.43 91-180 Days G-3 9138.93 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 104456.86 Perpetual 1322.11 <30 Days IG-1 13022.23 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 101906.01 Perpetual 6965.91 30-90 Days IG-2 16071.88 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 97263.94 Perpetual 13941.69 91-180 Days S-1 2397.15 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 27833.85 Perpetual 2746.13 <30 Days S-2 2511.84 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 110268.23 Perpetual 7188.68 <30 Days S-3 9099.25 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 53692.00 Perpetual 6210.38 91-180 Days S-4 8330.80 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 57035.41 Perpetual 8313.24 30-90 Days S-5 9009.48 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 71506.58 Perpetual 346.72 91-180 Days S-6 5000.08 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 51261.57 Perpetual 164.38 91-180 Days S-7 4565.00 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 26234.72 Open 2764.90 91-180 Days A-0-Q 2422.77 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 49134.73 Open 4521.21 91-180 Days A-1-Q 6202.48 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 29483.91 Open 3351.50 91-180 Days A-2-Q 2634.84 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 66865.33 Open 8494.59 <30 Days A-3-Q 3289.59 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 56071.06 Open 1646.13 <30 Days A-4-Q 4341.09 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 70927.45 Open 9264.43 <30 Days A-5-Q 5813.99 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 104136.26 Open 7050.74 91-180 Days CB-1-Q 2376.21 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 54986.72 Open 6054.10 30-90 Days CB-2-Q 7384.67 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 50239.02 Open 4722.74 91-180 Days S-1-Q 9538.35 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 21731.35 Open 1798.93 <30 Days S-2-Q 1444.52 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 101003.35 Open 9185.25 91-180 Days S-3-Q 11344.76 No Operations