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 46592.65 Day 5 3859.55 Open A-5-Q 381.62 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 47806.12 Day 5 1531.32 <30 Days CB-1-Q 7237.14 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 18743.56 Day 5 464.30 91-180 Days CB-2-Q 1940.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 88123.34 Day 5 9086.19 91-180 Days S-1-Q 14387.86 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 16123.81 Day 5 724.33 Open S-2-Q 699.06 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 33917.28 Day 5 4254.87 30-90 Days S-3-Q 5799.20 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 71862.93 Day 5 1048.65 Open S-4-Q 2904.01 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 36970.88 Day 5 2398.36 Open CB-3-Q 6737.45 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 37644.95 Day 5 4122.32 Open G-1-Q 1156.14 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 79321.42 Day 5 11450.55 Open G-2-Q 2679.32 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 17361.87 Day 5 414.73 Open G-3-Q 1115.20 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 104644.12 Day 5 2915.23 <30 Days S-5-Q 7157.84 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 76936.61 Day 5 5231.33 <30 Days S-6-Q 2929.24 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 85551.32 Day 5 2381.51 30-90 Days S-7-Q 9970.95 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 53674.26 Day 5 5140.72 91-180 Days E-1-Q 3799.77 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 49907.71 Day 5 4976.50 30-90 Days E-2-Q 795.12 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 56576.10 Day 5 2295.87 91-180 Days IG-1-Q 4844.86 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 5442.98 Day 5 491.17 Open IG-2-Q 389.50 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 25510.02 Day 5 2020.27 Open C-1 2023.99 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 33646.35 Day 5 2424.45 91-180 Days CB-4 932.76 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 58607.79 Day 5 7817.61 Open E-10 9584.58 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 83453.98 Day 5 2237.43 91-180 Days E-3 12965.53 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 2811.78 Day 5 348.16 30-90 Days E-4 528.50 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 86781.01 Day 5 11342.68 <30 Days E-5 6793.14 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 84037.81 Day 5 26.76 Open E-6 5238.37 No Treasury