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 4446.14 Day 25 478.04 30-90 Days A-0-Q 825.87 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 111624.17 Day 25 7524.54 30-90 Days A-1-Q 3148.57 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 86085.19 Day 25 11167.81 Open A-2-Q 5836.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 81473.37 Day 25 1411.48 Open A-3-Q 11387.73 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 71058.93 Day 25 9111.84 <30 Days A-4-Q 7057.19 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 369.16 Day 25 21.84 <30 Days A-5-Q 48.02 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 83534.95 Day 25 4948.79 30-90 Days CB-1-Q 16084.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 49385.34 Day 25 222.52 <30 Days CB-2-Q 1875.57 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 74401.43 Day 25 7347.88 91-180 Days S-1-Q 2105.24 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 6005.20 Day 25 534.38 91-180 Days S-2-Q 631.58 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 63129.19 Day 25 6823.01 <30 Days S-3-Q 6034.30 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 93968.12 Day 25 2967.69 Open S-4-Q 2094.10 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 4349.54 Day 25 396.13 30-90 Days CB-3-Q 432.14 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 55800.96 Day 25 1530.76 Open G-1-Q 114.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 104171.36 Day 25 9315.91 91-180 Days G-2-Q 11894.88 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 55074.82 Day 25 8108.29 Open G-3-Q 2360.87 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 113369.28 Day 25 999.06 Open S-5-Q 15896.25 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 81101.47 Day 25 7036.92 30-90 Days S-6-Q 14738.19 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 6204.25 Day 25 817.16 <30 Days S-7-Q 263.78 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 52357.44 Day 25 3321.37 30-90 Days E-1-Q 443.49 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 80549.09 Day 25 5779.88 <30 Days E-2-Q 618.72 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 35087.23 Day 25 1379.13 30-90 Days IG-1-Q 3671.46 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 110232.96 Day 25 9755.26 <30 Days IG-2-Q 9344.09 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 93945.39 Day 25 283.91 30-90 Days C-1 747.86 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 60426.25 Day 25 4423.97 91-180 Days CB-4 5621.62 No Finance