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 7150.18 Day 8 486.43 91-180 Days S-7 1067.10 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 10770.26 Day 9 832.37 30-90 Days A-0-Q 1899.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 19528.87 Day 9 1601.41 <30 Days A-1-Q 40.23 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 91933.80 Day 9 8809.42 <30 Days A-2-Q 17404.26 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 89795.33 Day 9 7937.55 <30 Days A-3-Q 6537.00 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 18976.41 Day 9 2665.39 Open A-4-Q 2233.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 96734.76 Day 9 9877.70 91-180 Days A-5-Q 14774.99 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 46322.94 Day 9 5597.51 <30 Days CB-1-Q 6649.25 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 47724.76 Day 9 7119.18 Open CB-2-Q 8572.01 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 53466.12 Day 9 60.80 91-180 Days S-1-Q 7703.72 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 96825.70 Day 9 2822.65 <30 Days S-2-Q 7360.86 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 103446.33 Day 9 13323.26 Open S-3-Q 9713.87 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 2862.51 Day 9 15.49 Open S-4-Q 350.41 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 67843.33 Day 9 1213.74 91-180 Days CB-3-Q 9224.27 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 108431.20 Day 9 5435.67 Open G-1-Q 12672.38 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 15806.88 Day 9 206.35 Open G-2-Q 873.18 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 104506.93 Day 9 12064.37 <30 Days G-3-Q 532.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 50836.10 Day 9 7105.02 30-90 Days S-5-Q 7941.50 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 62757.51 Day 9 1139.82 91-180 Days S-6-Q 7217.19 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 36575.00 Day 9 2879.87 Open S-7-Q 6993.35 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 67413.79 Day 9 3019.25 Open E-1-Q 11112.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 14646.72 Day 9 1528.63 91-180 Days E-2-Q 1077.11 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 40098.31 Day 9 908.72 91-180 Days IG-1-Q 4687.56 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 62259.16 Day 9 6323.97 <30 Days IG-2-Q 5423.78 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 27641.74 Day 9 318.77 Open C-1 5229.66 No Legal