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 9190.50 Day 3 1219.57 30-90 Days G-4 1288.23 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 46946.56 Day 3 3159.46 <30 Days IG-3 2641.20 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 7151.48 Day 3 316.21 <30 Days IG-4 632.53 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 13839.71 Day 3 532.38 91-180 Days IG-5 1501.39 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 20700.65 Day 3 127.05 Open IG-6 3510.51 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 29918.01 Day 3 2765.20 30-90 Days IG-7 4609.05 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 13771.80 Day 3 1531.94 30-90 Days IG-8 2308.63 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 11601.19 Day 3 212.43 <30 Days L-1 1814.15 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 90425.81 Day 3 8403.12 30-90 Days L-10 12673.39 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 2511.52 Day 3 149.54 Open L-11 438.22 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 46972.31 Day 3 4204.86 91-180 Days L-2 2830.53 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 61968.03 Day 3 962.15 91-180 Days L-3 743.94 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 113569.64 Day 3 2080.69 30-90 Days L-4 5250.33 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 66923.42 Day 3 6540.90 91-180 Days L-5 9344.73 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 52147.18 Day 3 3349.41 30-90 Days L-6 6973.19 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 11443.12 Day 3 142.01 91-180 Days L-7 871.44 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 101904.27 Day 3 6430.56 Open L-8 18483.98 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 58818.24 Day 3 5672.68 <30 Days L-9 8911.19 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 29569.91 Day 3 3040.52 Open LC-1 396.17 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 112449.87 Day 3 598.15 <30 Days LC-2 1791.53 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 62755.26 Day 3 8881.02 <30 Days N-1 5494.76 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 33259.47 Day 3 1213.59 Open N-2 5590.45 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 35112.05 Day 3 235.39 30-90 Days N-3 1548.43 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 85593.87 Day 3 6803.76 <30 Days N-4 6186.88 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 97469.91 Day 3 10384.49 30-90 Days N-5 10167.21 Yes Liberty Mortgage Services Corp. Finance