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 42250.47 Day 21 121.19 Open IG-2 6411.98 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 58814.78 Day 21 2404.25 <30 Days S-1 5737.87 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 52909.84 Day 21 24.51 30-90 Days S-2 9064.77 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 109453.55 Day 21 4740.63 <30 Days S-3 5197.70 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 91523.49 Day 21 6273.66 Open S-4 11808.29 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 8313.87 Day 21 589.29 91-180 Days S-5 43.89 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 97691.11 Day 21 7606.67 30-90 Days S-6 3546.42 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 1112.20 Day 21 1.34 30-90 Days S-7 49.50 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 93625.12 Day 22 1287.77 91-180 Days A-0-Q 17106.97 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 109501.52 Day 22 11608.24 91-180 Days A-1-Q 17270.59 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 63367.41 Day 22 8619.85 30-90 Days A-2-Q 1791.04 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 18358.98 Day 22 164.57 91-180 Days A-3-Q 519.83 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 66459.38 Day 22 8932.25 30-90 Days A-4-Q 4306.33 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 49954.37 Day 22 453.86 30-90 Days A-5-Q 8624.78 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 9287.47 Day 22 453.79 Open CB-1-Q 1701.96 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 5258.63 Day 22 593.49 30-90 Days CB-2-Q 269.35 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 45778.53 Day 22 4483.18 Open S-1-Q 2391.54 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 95428.47 Day 22 5390.97 91-180 Days S-2-Q 5035.47 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 9319.15 Day 22 129.15 Open S-3-Q 1790.71 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 59149.55 Day 22 5353.39 Open S-4-Q 8708.84 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 71365.31 Day 22 4980.48 Open CB-3-Q 4027.77 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 103407.71 Day 22 9348.60 30-90 Days G-1-Q 17095.90 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 75320.80 Day 22 7430.39 30-90 Days G-2-Q 9534.74 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 45520.89 Day 22 2504.63 91-180 Days G-3-Q 4272.97 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 89970.56 Day 22 10800.86 <30 Days S-5-Q 2885.48 Yes Liberty Capital Markets Inc. Treasury