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 92101.40 Day 5 11340.81 <30 Days IG-1 1993.27 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 7420.17 Day 5 715.35 30-90 Days IG-2 714.93 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 45330.52 Day 5 2986.94 30-90 Days S-1 7353.76 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 17751.83 Day 5 1232.76 Open S-2 2963.86 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 34259.00 Day 5 526.91 Open S-3 2856.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 90905.47 Day 5 12667.33 <30 Days S-4 5067.47 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 15339.88 Day 5 1806.50 30-90 Days S-5 1024.81 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 54628.27 Day 5 5199.39 Open S-6 3142.43 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 55613.71 Day 5 7819.65 91-180 Days S-7 10274.09 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 72784.19 Day 6 7010.22 Open A-0-Q 439.72 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 50094.40 Day 6 6658.42 <30 Days A-1-Q 1323.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 77297.18 Day 6 1933.47 Open A-2-Q 7196.89 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 11029.56 Day 6 1472.24 <30 Days A-3-Q 223.69 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 108131.12 Day 6 15412.26 <30 Days A-4-Q 408.43 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 102124.53 Day 6 5812.80 30-90 Days A-5-Q 7641.56 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 98965.35 Day 6 6941.01 <30 Days CB-1-Q 12838.46 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 70288.54 Day 6 1929.90 30-90 Days CB-2-Q 9854.90 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 74763.90 Day 6 7605.99 30-90 Days S-1-Q 13400.91 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 82227.43 Day 6 2533.66 91-180 Days S-2-Q 367.46 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 29592.22 Day 6 1536.09 <30 Days S-3-Q 3914.43 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 91572.24 Day 6 1775.58 91-180 Days S-4-Q 15054.64 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 97488.30 Day 6 9889.38 Open CB-3-Q 14381.14 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 89635.98 Day 6 163.74 30-90 Days G-1-Q 9334.01 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 73969.24 Day 6 2627.87 Open G-2-Q 5292.89 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 44746.42 Day 6 4362.54 Open G-3-Q 6509.95 No Finance