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 61246.79 Day 28 1903.27 Open N-6 762.29 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 84587.58 Day 28 5930.63 30-90 Days N-7 11855.09 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 93247.72 Day 28 7642.78 30-90 Days P-1 7027.37 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 4795.86 Day 28 659.76 91-180 Days P-2 3.55 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 74092.78 Day 28 711.41 30-90 Days S-8 6547.40 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 19964.13 Day 28 2265.64 <30 Days Y-1 1887.59 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 83497.74 Day 28 7869.29 91-180 Days Y-2 9050.93 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 50506.36 Day 28 3409.45 <30 Days Y-3 5069.70 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 27922.31 Day 28 2743.03 <30 Days Y-4 3852.11 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 75882.42 Day 28 10262.02 Open Z-1 13831.92 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 74427.61 Day 28 7102.30 <30 Days A-2 13188.96 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 91326.14 Day 28 2632.94 91-180 Days A-3 6974.19 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 107152.57 Day 28 12406.36 91-180 Days A-4 21129.72 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 44241.13 Day 28 1270.32 <30 Days A-5 5840.67 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 74166.16 Day 28 96.25 30-90 Days CB-1 10614.08 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 54384.11 Day 28 3505.35 <30 Days CB-2 3169.51 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 40202.01 Day 28 1403.39 91-180 Days CB-3 5061.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 86384.15 Day 28 4061.79 91-180 Days E-1 13089.62 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 1445.86 Day 28 165.25 30-90 Days E-2 152.33 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 110051.03 Day 28 2799.17 30-90 Days G-1 19401.71 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 95599.91 Day 28 11224.00 91-180 Days G-2 13811.61 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 86521.03 Day 28 12305.33 30-90 Days G-3 4187.54 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 16391.94 Day 28 446.62 <30 Days IG-1 837.85 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 98156.55 Day 28 5169.00 30-90 Days IG-2 15731.36 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 4563.44 Day 28 440.45 91-180 Days S-1 92.08 No Treasury