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 46527.85 Day 17 6915.28 <30 Days CB-3-Q 2166.17 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 21991.52 Day 17 682.91 <30 Days G-1-Q 2143.33 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 20635.47 Day 17 1839.94 30-90 Days G-2-Q 139.87 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 76352.10 Day 17 8569.40 Open G-3-Q 8320.91 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 78854.62 Day 17 7525.58 30-90 Days S-5-Q 4807.31 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 60011.56 Day 17 4754.31 <30 Days S-6-Q 4956.58 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 98110.65 Day 17 7050.30 Open S-7-Q 13208.01 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 65558.91 Day 17 6758.50 30-90 Days E-1-Q 8176.05 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 77120.53 Day 17 4174.78 91-180 Days E-2-Q 7603.51 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 4573.05 Day 17 132.51 91-180 Days IG-1-Q 31.76 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 108280.59 Day 17 13573.90 91-180 Days IG-2-Q 17168.67 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 73887.79 Day 17 3765.85 91-180 Days C-1 899.67 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 69144.24 Day 17 4554.16 Open CB-4 10642.42 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 60381.19 Day 17 3511.30 91-180 Days E-10 9792.92 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 13143.42 Day 17 222.17 Open E-3 2169.15 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 26292.03 Day 17 1753.83 <30 Days E-4 1431.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 44196.07 Day 17 3105.60 30-90 Days E-5 6463.22 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 56962.63 Day 17 5924.57 Open E-6 9480.17 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 92960.83 Day 17 11227.98 30-90 Days E-7 9398.44 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 11097.44 Day 17 1434.00 30-90 Days E-8 2099.46 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 50231.76 Day 17 6281.48 30-90 Days E-9 6856.09 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 25570.42 Day 17 1744.35 91-180 Days G-4 1137.51 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 47181.29 Day 17 4079.31 Open IG-3 4202.04 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 47326.40 Day 17 3421.34 30-90 Days IG-4 2112.84 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 35784.50 Day 17 4837.15 Open IG-5 6650.26 Yes Liberty Mortgage Services Corp. Finance