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 Yes 6235.33 Day 31 524.32 Open S-5-Q 542.47 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 87244.46 Day 31 12253.29 91-180 Days S-6-Q 5975.01 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 43495.75 Day 31 485.98 91-180 Days S-7-Q 2381.89 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 33105.98 Day 31 4579.56 91-180 Days E-1-Q 5553.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 39484.05 Day 31 574.66 <30 Days E-2-Q 3917.34 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 15311.85 Day 31 59.64 30-90 Days IG-1-Q 1276.41 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 11612.64 Day 31 782.02 30-90 Days IG-2-Q 930.41 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 113477.82 Day 31 9545.92 30-90 Days C-1 1697.47 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 90524.85 Day 31 5064.40 30-90 Days CB-4 17110.77 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 17270.59 Day 31 1231.93 30-90 Days E-10 1707.44 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 21263.17 Day 31 1626.34 91-180 Days E-3 1885.56 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 103858.61 Day 31 1424.90 30-90 Days E-4 10241.06 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 73078.35 Day 31 5761.08 Open E-5 5232.53 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 14204.36 Day 31 1372.79 30-90 Days E-6 677.72 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 9272.39 Day 31 257.69 Open E-7 1102.74 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 62059.88 Day 31 7889.15 <30 Days E-8 5788.04 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 21302.87 Day 31 2946.40 <30 Days E-9 1530.89 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 87565.94 Day 31 10178.09 <30 Days G-4 15172.73 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 49678.33 Day 31 4240.97 30-90 Days IG-3 8755.87 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 16710.47 Day 31 1095.75 <30 Days IG-4 1352.98 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 89377.45 Day 31 1518.64 <30 Days IG-5 16334.53 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 31623.13 Day 31 3003.47 <30 Days IG-6 5319.28 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 112012.48 Day 31 7565.33 30-90 Days IG-7 1930.43 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 62181.99 Day 31 7723.90 <30 Days IG-8 7190.45 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 102970.68 Day 31 6449.64 91-180 Days L-1 11106.61 Yes Liberty International Finance Ltd. Finance