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 26343.01 Day 1 3431.94 91-180 Days S-5 5145.38 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 99243.06 Day 1 10724.17 91-180 Days S-6 17067.60 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 80735.62 Day 1 9237.09 <30 Days S-7 12371.76 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 60622.82 Day 2 6480.93 30-90 Days A-0-Q 6985.16 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 8824.28 Day 2 331.49 91-180 Days A-1-Q 1715.32 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 110185.44 Day 2 2555.87 <30 Days A-2-Q 16677.75 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 102978.96 Day 2 13869.58 91-180 Days A-3-Q 13317.50 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 12482.76 Day 2 1172.12 <30 Days A-4-Q 1467.55 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 21324.54 Day 2 263.61 <30 Days A-5-Q 1514.79 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 96649.41 Day 2 8289.87 91-180 Days CB-1-Q 2568.91 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 73246.24 Day 2 2602.36 30-90 Days CB-2-Q 11145.66 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 22282.15 Day 2 752.48 91-180 Days S-1-Q 399.26 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 75116.96 Day 2 1582.32 30-90 Days S-2-Q 10837.45 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 45673.52 Day 2 93.69 <30 Days S-3-Q 8788.74 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 39608.40 Day 2 3800.50 30-90 Days S-4-Q 2944.84 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 50335.98 Day 2 1154.08 <30 Days CB-3-Q 6686.97 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 72348.65 Day 2 778.63 30-90 Days G-1-Q 10003.26 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 56461.42 Day 2 2417.45 <30 Days G-2-Q 931.83 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 41786.43 Day 2 964.58 <30 Days G-3-Q 5181.30 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 9693.85 Day 2 1213.80 <30 Days S-5-Q 1849.45 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 61157.83 Day 2 365.05 Open S-6-Q 8027.93 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 76489.05 Day 2 7371.20 <30 Days S-7-Q 8339.51 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 77513.90 Day 2 5137.00 Open E-1-Q 11653.93 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 95539.00 Day 2 12072.24 91-180 Days E-2-Q 9845.68 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 30376.54 Day 2 3042.89 30-90 Days IG-1-Q 4737.82 No Risk Management