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 111952.46 Day 30 14094.65 91-180 Days A-5-Q 14726.83 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 6810.09 Day 30 192.73 Open CB-1-Q 1325.90 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 59889.65 Day 30 7281.47 91-180 Days CB-2-Q 6223.34 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 73893.07 Day 30 8552.60 Open S-1-Q 8245.17 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 98987.28 Day 30 8140.48 91-180 Days S-2-Q 19572.67 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 41541.26 Day 30 3293.36 30-90 Days S-3-Q 1405.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 65473.40 Day 30 8636.40 30-90 Days S-4-Q 1771.49 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 29457.71 Day 30 2423.86 91-180 Days CB-3-Q 3081.07 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 101872.70 Day 30 13060.79 30-90 Days G-1-Q 16515.58 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 112912.23 Day 30 9818.66 <30 Days G-2-Q 10619.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 56679.03 Day 30 5118.45 Open G-3-Q 4605.80 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 12384.06 Day 30 813.22 <30 Days S-5-Q 1368.30 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 62809.01 Day 30 3560.29 Open S-6-Q 8590.51 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 3947.69 Day 30 259.91 30-90 Days S-7-Q 37.71 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 80906.64 Day 30 2859.28 30-90 Days E-1-Q 15478.37 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 69178.29 Day 30 7803.67 Open E-2-Q 965.40 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 62833.77 Day 30 5689.55 30-90 Days IG-1-Q 3640.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 92728.55 Day 30 12353.63 30-90 Days IG-2-Q 5102.07 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 20880.55 Day 30 827.27 <30 Days C-1 2056.77 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 58760.01 Day 30 3763.06 Open CB-4 6344.95 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 6709.48 Day 30 833.28 Open E-10 530.26 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 100190.12 Day 30 14934.71 <30 Days E-3 9596.19 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 47519.57 Day 30 6890.86 Open E-4 530.69 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 97544.35 Day 30 431.14 91-180 Days E-5 17391.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 19678.73 Day 30 2578.32 Open E-6 3699.89 Yes Liberty Wealth Management LLC Legal