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 93526.95 Day 1 7002.25 <30 Days S-4-Q 17069.82 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 17219.98 Day 1 1066.56 91-180 Days CB-3-Q 2972.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 85844.66 Day 1 9616.24 91-180 Days G-1-Q 12177.46 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 10124.21 Day 1 1085.58 30-90 Days G-2-Q 969.11 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 106950.58 Day 1 13376.30 Open G-3-Q 8084.48 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 107192.15 Day 1 10574.59 91-180 Days S-5-Q 7231.42 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 62603.77 Day 1 8253.45 Open S-6-Q 9578.05 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 75647.36 Day 1 4486.70 <30 Days S-7-Q 11467.09 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 12956.63 Day 1 1200.41 <30 Days E-1-Q 1394.85 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 99561.04 Day 1 3490.23 <30 Days E-2-Q 16652.14 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 28529.50 Day 1 3938.70 30-90 Days IG-1-Q 5216.15 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 82843.68 Day 1 10582.07 <30 Days IG-2-Q 16549.14 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 104453.02 Day 1 11549.60 Open C-1 5185.00 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 27219.08 Day 1 2691.37 <30 Days CB-4 264.97 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 83394.02 Day 1 8471.99 91-180 Days E-10 14267.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 100121.00 Day 1 5973.30 Open E-3 11129.46 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 54323.31 Day 1 2484.56 <30 Days E-4 3065.49 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 22145.69 Day 1 2356.26 <30 Days E-5 929.12 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 42555.02 Day 1 3667.93 91-180 Days E-6 717.71 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 84014.75 Day 1 12260.55 Open E-7 12114.38 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 45011.49 Day 1 3234.86 Open E-8 2244.42 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 34209.16 Day 1 3866.91 <30 Days E-9 499.63 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 105558.06 Day 1 8895.27 91-180 Days G-4 5426.99 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 62376.46 Day 1 8622.91 <30 Days IG-3 3617.05 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 35842.32 Day 1 1327.30 <30 Days IG-4 4250.05 No Finance