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 26382.97 Day 9 1372.41 30-90 Days CB-4 929.23 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 63433.59 Day 9 5026.83 Open E-10 8238.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 17691.78 Day 9 909.96 <30 Days E-3 1914.87 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 107359.01 Day 9 10970.37 <30 Days E-4 17937.96 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 71421.19 Day 9 5054.45 91-180 Days E-5 14150.38 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 6162.12 Day 9 531.47 30-90 Days E-6 462.00 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 45906.66 Day 9 3591.76 30-90 Days E-7 7713.70 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 9092.11 Day 9 618.56 <30 Days E-8 1546.96 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 50182.51 Day 9 2652.31 Open E-9 3047.83 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 62558.79 Day 9 1556.66 30-90 Days G-4 8893.77 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 79321.08 Day 9 6467.48 91-180 Days IG-3 4321.95 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 95098.74 Day 9 8082.35 Open IG-4 11951.76 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 94289.54 Day 9 7202.00 91-180 Days IG-5 504.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 46572.56 Day 9 742.83 91-180 Days IG-6 3769.92 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 6562.74 Day 9 430.22 <30 Days IG-7 716.86 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 6127.04 Day 9 712.51 30-90 Days IG-8 643.37 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 21686.58 Day 9 2437.33 30-90 Days L-1 450.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 60698.91 Day 9 2811.82 91-180 Days L-10 6856.18 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 69539.26 Day 9 3377.18 91-180 Days L-11 7566.80 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 68363.00 Day 9 5338.09 30-90 Days L-2 869.77 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 24409.95 Day 9 2420.45 30-90 Days L-3 910.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 11507.99 Day 9 1620.15 Open L-4 1579.72 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 32396.27 Day 9 1194.51 30-90 Days L-5 3057.07 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 26402.67 Day 9 890.73 30-90 Days L-6 4394.24 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 109329.53 Day 9 14648.15 91-180 Days L-7 21001.94 Yes Liberty Mortgage Services Corp. Operations