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 No 44176.88 Day 22 457.63 <30 Days S-6-Q 3998.22 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 36112.96 Day 22 5287.03 30-90 Days S-7-Q 1100.29 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 94529.09 Day 22 12832.33 91-180 Days E-1-Q 2416.74 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 63188.80 Day 22 6146.80 Open E-2-Q 5323.15 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 79530.25 Day 22 4.02 30-90 Days IG-1-Q 3987.24 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 76776.04 Day 22 5697.98 <30 Days IG-2-Q 11895.03 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 57321.19 Day 22 1630.25 <30 Days C-1 125.81 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 48115.36 Day 22 574.19 30-90 Days CB-4 4441.76 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 64489.71 Day 22 6620.91 Open E-10 4596.53 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 59592.63 Day 22 2461.87 91-180 Days E-3 2130.17 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 108780.20 Day 22 12011.28 30-90 Days E-4 16904.56 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 31120.08 Day 22 1087.46 30-90 Days E-5 3584.27 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 42319.90 Day 22 5306.19 <30 Days E-6 6850.40 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 6651.17 Day 22 577.08 Open E-7 553.93 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 95640.97 Day 22 8155.83 30-90 Days E-8 4092.10 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 85148.26 Day 22 822.87 30-90 Days E-9 2638.79 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 80470.23 Day 22 3624.08 Open G-4 3634.76 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 49607.43 Day 22 2023.42 91-180 Days IG-3 1303.64 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 14430.73 Day 22 318.98 Open IG-4 2829.56 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 38155.87 Day 22 5412.24 30-90 Days IG-5 811.00 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 1964.06 Day 22 236.97 <30 Days IG-6 271.55 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 102763.25 Day 22 10949.52 Open IG-7 6888.94 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 49807.75 Day 22 3686.14 30-90 Days IG-8 3608.13 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 25605.66 Day 22 1605.86 91-180 Days L-1 555.22 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 87875.09 Day 22 5883.69 30-90 Days L-10 13972.68 Yes Liberty Mortgage Services Corp. Legal