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 89621.05 Day 14 3699.45 91-180 Days A-4-Q 17247.24 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 60411.17 Day 14 733.45 Open A-5-Q 3541.15 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 42635.43 Day 14 274.51 91-180 Days CB-1-Q 3285.39 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 81579.79 Day 14 6708.38 <30 Days CB-2-Q 9840.42 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 6344.59 Day 14 279.57 91-180 Days S-1-Q 1154.79 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 51241.80 Day 14 2407.35 <30 Days S-2-Q 2870.44 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 74774.60 Day 14 2173.19 Open S-3-Q 7498.31 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 91036.60 Day 14 54.85 <30 Days S-4-Q 13431.94 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 44120.50 Day 14 5424.72 91-180 Days CB-3-Q 3460.37 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 61216.09 Day 14 1023.31 Open G-1-Q 5358.20 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 85790.38 Day 14 9281.18 <30 Days G-2-Q 1172.70 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 58371.32 Day 14 6886.59 30-90 Days G-3-Q 3755.40 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 62410.22 Day 14 9141.87 91-180 Days S-5-Q 10008.17 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 91939.71 Day 14 3973.99 <30 Days S-6-Q 10900.00 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 13200.82 Day 14 232.19 <30 Days S-7-Q 691.32 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 94390.45 Day 14 5554.38 91-180 Days E-1-Q 11987.93 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 47750.48 Day 14 5160.59 30-90 Days E-2-Q 2386.43 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 5536.64 Day 14 20.66 91-180 Days IG-1-Q 986.04 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 106403.08 Day 14 433.63 30-90 Days IG-2-Q 3345.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 47224.07 Day 14 4508.13 91-180 Days C-1 7493.26 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 11071.03 Day 14 977.97 91-180 Days CB-4 144.53 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 30130.99 Day 14 2155.83 91-180 Days E-10 1761.35 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 6150.95 Day 14 264.42 30-90 Days E-3 58.69 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 92528.84 Day 14 2620.39 <30 Days E-4 6786.71 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 70580.63 Day 14 9700.44 Open E-5 5156.98 Yes Liberty Wealth Management LLC Treasury