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 29830.11 Day 7 3961.21 91-180 Days G-1 5955.05 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 73791.54 Day 7 353.97 Open G-2 13084.59 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 65720.98 Day 7 8047.77 <30 Days G-3 5492.26 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 101822.50 Day 7 6812.70 Open IG-1 11391.35 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 9046.50 Day 7 1049.31 <30 Days IG-2 1066.59 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 59410.26 Day 7 4165.67 <30 Days S-1 7197.74 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 105024.74 Day 7 11123.80 <30 Days S-2 17549.86 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 112922.97 Day 7 7737.80 91-180 Days S-3 20024.06 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 34004.84 Day 7 224.75 30-90 Days S-4 5298.75 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 10304.59 Day 7 120.85 30-90 Days S-5 1522.86 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 55702.04 Day 7 5663.84 30-90 Days S-6 9156.96 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 85144.37 Day 7 2557.71 91-180 Days S-7 15334.09 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 68375.19 Day 8 7318.47 Open A-0-Q 3552.06 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 111253.69 Day 8 10912.96 Open A-1-Q 8263.40 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 50214.48 Day 8 2331.87 <30 Days A-2-Q 3930.93 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 7729.92 Day 8 524.35 91-180 Days A-3-Q 1218.40 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 17423.84 Day 8 1812.29 Open A-4-Q 2958.94 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 47505.86 Day 8 620.69 <30 Days A-5-Q 430.51 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 93795.20 Day 8 5531.78 30-90 Days CB-1-Q 4139.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 49539.98 Day 8 1116.03 30-90 Days CB-2-Q 5171.50 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 24598.65 Day 8 1920.05 Open S-1-Q 4383.96 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 6238.54 Day 8 519.33 <30 Days S-2-Q 222.93 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 73876.81 Day 8 2044.07 91-180 Days S-3-Q 4099.33 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 42243.77 Day 8 123.17 91-180 Days S-4-Q 3336.29 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 103071.70 Day 8 2344.19 <30 Days CB-3-Q 19941.25 No Operations