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 95751.08 Open 3770.11 91-180 Days E-1 11831.39 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 110367.20 Open 2214.99 91-180 Days E-2 1872.07 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 112725.34 Open 16708.06 91-180 Days G-1 11873.95 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 11622.94 Open 510.07 30-90 Days G-2 1045.31 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 70318.50 Open 1019.35 <30 Days G-3 1589.14 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 103211.61 Open 318.39 30-90 Days IG-1 2704.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 77555.21 Open 8059.93 91-180 Days IG-2 13500.29 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 112606.56 Open 11468.53 Open S-1 2923.02 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 26431.66 Open 1092.21 <30 Days S-2 2557.38 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 99197.30 Open 5202.60 91-180 Days S-3 12893.83 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 14412.03 Open 866.76 30-90 Days S-4 496.76 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 21713.61 Open 2113.43 <30 Days S-5 2988.73 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 108255.16 Open 4.50 91-180 Days S-6 9801.17 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 2063.71 Open 298.14 Open S-7 217.17 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 103299.53 Day 1 1212.61 <30 Days A-0-Q 18620.08 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 13674.33 Day 1 1145.14 91-180 Days A-1-Q 185.83 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 62493.66 Day 1 3075.36 <30 Days A-2-Q 11987.81 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 20979.57 Day 1 1897.19 Open A-3-Q 2991.55 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 90576.91 Day 1 8901.07 91-180 Days A-4-Q 17234.27 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 83060.29 Day 1 1943.77 91-180 Days A-5-Q 5963.95 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 50659.29 Day 1 6604.40 30-90 Days CB-1-Q 3000.48 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 18350.67 Day 1 631.20 91-180 Days CB-2-Q 1919.68 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 11650.42 Day 1 1588.98 30-90 Days S-1-Q 2191.70 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 30543.92 Day 1 2299.63 Open S-2-Q 553.11 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 104009.00 Day 1 10264.82 Open S-3-Q 6708.89 Yes Liberty International Finance Ltd. Risk Management