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 61001.25 Day 26 5772.52 91-180 Days S-5 9223.58 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 19182.06 Day 26 2164.91 Open S-6 289.59 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 34856.93 Day 26 3365.24 <30 Days S-7 757.04 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 4222.87 Day 27 216.43 30-90 Days A-0-Q 322.14 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 58809.09 Day 27 7251.60 Open A-1-Q 4747.25 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 84980.29 Day 27 12684.80 30-90 Days A-2-Q 6115.12 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 103981.17 Day 27 10060.94 Open A-3-Q 2305.54 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 27356.05 Day 27 160.25 30-90 Days A-4-Q 1871.19 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 108620.05 Day 27 937.20 Open A-5-Q 16459.58 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 70384.81 Day 27 1931.59 30-90 Days CB-1-Q 13037.08 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 28143.95 Day 27 2866.05 Open CB-2-Q 2097.83 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 57024.09 Day 27 787.80 <30 Days S-1-Q 7639.80 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 97883.26 Day 27 10815.12 Open S-2-Q 4132.24 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 91506.47 Day 27 10236.85 30-90 Days S-3-Q 8838.79 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 20650.48 Day 27 2510.67 91-180 Days S-4-Q 1319.44 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 83679.92 Day 27 9150.99 Open CB-3-Q 3379.27 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 26657.40 Day 27 806.71 Open G-1-Q 5263.00 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 1628.65 Day 27 92.57 91-180 Days G-2-Q 166.81 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 68094.38 Day 27 6297.94 <30 Days G-3-Q 6345.23 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 60551.83 Day 27 3051.99 Open S-5-Q 10563.59 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 63743.92 Day 27 2598.28 <30 Days S-6-Q 4724.27 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 696.16 Day 27 57.99 Open S-7-Q 78.20 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 59668.88 Day 27 4603.43 <30 Days E-1-Q 3515.50 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 77105.14 Day 27 10950.75 30-90 Days E-2-Q 5108.42 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 78922.08 Day 27 450.14 <30 Days IG-1-Q 15399.23 No Risk Management