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 27452.92 Day 17 3461.30 <30 Days S-6 1214.56 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 62153.39 Day 17 402.07 <30 Days S-7 8136.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 30789.48 Day 18 1603.63 91-180 Days A-0-Q 4531.49 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 6338.65 Day 18 842.75 30-90 Days A-1-Q 813.39 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 1511.42 Day 18 208.58 91-180 Days A-2-Q 242.83 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 21778.98 Day 18 1139.59 Open A-3-Q 3099.21 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 85138.62 Day 18 4364.97 <30 Days A-4-Q 4072.57 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 87026.35 Day 18 6525.33 <30 Days A-5-Q 15754.17 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 85941.15 Day 18 740.22 Open CB-1-Q 14316.02 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 46617.99 Day 18 3828.06 30-90 Days CB-2-Q 691.72 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 19039.87 Day 18 352.02 Open S-1-Q 2173.60 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 26206.24 Day 18 3167.13 Open S-2-Q 3080.20 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 27142.39 Day 18 3007.96 91-180 Days S-3-Q 2866.42 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 26404.44 Day 18 3026.68 Open S-4-Q 831.33 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 22786.57 Day 18 3311.38 Open CB-3-Q 743.81 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 5974.44 Day 18 310.72 <30 Days G-1-Q 195.52 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 6020.21 Day 18 869.05 91-180 Days G-2-Q 6.09 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 43731.60 Day 18 3117.77 <30 Days G-3-Q 3504.82 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 43312.44 Day 18 1134.00 30-90 Days S-5-Q 5516.09 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 76239.90 Day 18 3514.99 Open S-6-Q 5698.49 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 27430.98 Day 18 3831.49 Open S-7-Q 4206.40 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 99217.90 Day 18 8588.60 91-180 Days E-1-Q 19049.04 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 66416.87 Day 18 4265.41 <30 Days E-2-Q 12620.33 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 3789.78 Day 18 107.71 91-180 Days IG-1-Q 597.54 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 42334.14 Day 18 5581.62 91-180 Days IG-2-Q 6289.44 Yes Liberty International Finance Ltd. Finance