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 32169.40 Day 28 4554.59 30-90 Days S-1-Q 4819.03 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 79552.92 Day 28 5411.26 30-90 Days S-2-Q 11984.82 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 90657.32 Day 28 7396.79 Open S-3-Q 14280.42 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 67882.70 Day 28 9416.22 Open S-4-Q 7083.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 81606.61 Day 28 1762.19 Open CB-3-Q 6797.21 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 69830.44 Day 28 10282.74 Open G-1-Q 2767.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 18275.08 Day 28 315.32 <30 Days G-2-Q 222.94 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 29282.78 Day 28 2059.78 Open G-3-Q 2947.31 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 110877.24 Day 28 7660.94 91-180 Days S-5-Q 16470.15 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 35516.89 Day 28 906.79 Open S-6-Q 2032.09 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 18662.11 Day 28 924.71 91-180 Days S-7-Q 986.25 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 14747.01 Day 28 513.45 Open E-1-Q 2432.88 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 76005.25 Day 28 10364.93 <30 Days E-2-Q 10823.22 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 23316.09 Day 28 595.86 Open IG-1-Q 2758.28 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 11832.24 Day 28 574.83 91-180 Days IG-2-Q 1660.87 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 58309.27 Day 28 8102.20 30-90 Days C-1 172.62 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 85249.29 Day 28 3370.86 30-90 Days CB-4 6651.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 16979.34 Day 28 2198.86 30-90 Days E-10 254.07 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 43006.38 Day 28 2078.28 91-180 Days E-3 2131.72 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 12698.56 Day 28 136.84 Open E-4 1083.24 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 65445.60 Day 28 6055.15 30-90 Days E-5 4586.13 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 76916.11 Day 28 6773.40 <30 Days E-6 13760.79 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 41950.45 Day 28 267.48 91-180 Days E-7 1907.98 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 8027.84 Day 28 735.20 <30 Days E-8 1186.76 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 45702.36 Day 28 6690.57 <30 Days E-9 7637.03 No Treasury