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 9336.42 Day 6 494.20 91-180 Days S-5-Q 450.11 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 113495.66 Day 6 15193.62 Open S-6-Q 15179.54 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 83415.82 Day 6 11774.75 <30 Days S-7-Q 13065.12 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 89113.49 Day 6 11092.95 30-90 Days E-1-Q 12219.69 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 12714.31 Day 6 122.77 Open E-2-Q 510.92 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 5401.16 Day 6 180.38 Open IG-1-Q 817.37 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 101612.88 Day 6 6450.91 91-180 Days IG-2-Q 18567.68 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 60717.69 Day 6 4116.00 91-180 Days C-1 998.76 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 59511.58 Day 6 3088.94 91-180 Days CB-4 10152.68 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 50441.00 Day 6 2256.96 30-90 Days E-10 3495.23 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 55120.42 Day 6 3221.60 Open E-3 613.85 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 105231.93 Day 6 6525.42 91-180 Days E-4 4608.12 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 51073.66 Day 6 5610.90 30-90 Days E-5 4434.38 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 82086.95 Day 6 1805.65 Open E-6 16293.18 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 49175.17 Day 6 4770.78 30-90 Days E-7 1033.07 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 106018.65 Day 6 7047.37 91-180 Days E-8 8992.99 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 71240.76 Day 6 9302.21 Open E-9 10681.31 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 64211.43 Day 6 8937.98 30-90 Days G-4 3564.48 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 21240.13 Day 6 986.03 30-90 Days IG-3 2185.39 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 86345.28 Day 6 7435.29 Open IG-4 6628.50 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 101705.00 Day 6 2159.62 Open IG-5 9439.89 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 82986.59 Day 6 4246.35 Open IG-6 6743.05 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 58067.52 Day 6 245.47 <30 Days IG-7 5270.15 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 48718.01 Day 6 896.13 <30 Days IG-8 9302.23 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 52563.64 Day 6 7843.81 30-90 Days L-1 8292.75 Yes Liberty Mortgage Services Corp. Finance