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 4191.88 Day 16 412.89 <30 Days LC-1 782.54 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 48006.73 Day 16 5729.11 Open LC-2 3657.35 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 34939.66 Day 16 3542.26 Open N-1 3240.66 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 28360.63 Day 16 1112.83 91-180 Days N-2 2221.47 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 40043.28 Day 16 592.33 Open N-3 6834.72 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 8801.12 Day 16 1134.55 91-180 Days N-4 1653.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 98743.40 Day 16 6816.93 <30 Days N-5 11095.64 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 94986.04 Day 16 12875.11 91-180 Days N-6 12772.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 50655.02 Day 16 1542.32 91-180 Days N-7 3526.37 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 113048.11 Day 16 4485.51 Open P-1 4719.76 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 86826.58 Day 16 4157.85 30-90 Days P-2 12796.32 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 53999.89 Day 16 6392.66 Open S-8 255.94 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 88582.91 Day 16 9663.33 91-180 Days Y-1 12197.18 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 16859.43 Day 16 1215.83 91-180 Days Y-2 577.09 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 51394.45 Day 16 6059.78 <30 Days Y-3 1083.88 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 14096.84 Day 16 2010.53 91-180 Days Y-4 1920.82 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 37000.11 Day 16 2100.16 91-180 Days Z-1 6761.72 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 3964.85 Day 16 207.81 Open A-2 313.51 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 5823.82 Day 16 174.14 30-90 Days A-3 1115.10 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 43805.68 Day 16 488.37 <30 Days A-4 6668.70 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 51220.61 Day 16 1057.95 <30 Days A-5 6162.09 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 23721.58 Day 16 269.75 <30 Days CB-1 3837.61 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 9663.60 Day 16 742.75 91-180 Days CB-2 1741.74 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 49202.58 Day 16 1767.89 30-90 Days CB-3 2126.45 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 64856.03 Day 16 4296.74 30-90 Days E-1 4664.01 Yes Liberty Wealth Management LLC Legal