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 30972.33 Day 33 872.93 Open G-1-Q 2097.12 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 65353.96 Day 33 2046.20 <30 Days G-2-Q 1760.42 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 26375.19 Day 33 3904.73 91-180 Days G-3-Q 3434.96 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 106310.19 Day 33 8380.47 30-90 Days S-5-Q 11733.83 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 35532.84 Day 33 4437.53 Open S-6-Q 1881.03 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 29567.38 Day 33 2486.23 91-180 Days S-7-Q 5316.43 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 16034.30 Day 33 1993.66 30-90 Days E-1-Q 2790.64 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 51969.45 Day 33 5128.97 30-90 Days E-2-Q 5230.88 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 75352.68 Day 33 2311.87 30-90 Days IG-1-Q 3512.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 84097.57 Day 33 3529.37 30-90 Days IG-2-Q 7112.87 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 69762.39 Day 33 3534.96 Open C-1 4734.52 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 3367.80 Day 33 230.62 91-180 Days CB-4 78.86 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 108911.70 Day 33 10089.72 30-90 Days E-10 12868.45 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 98471.29 Day 33 1676.40 <30 Days E-3 18006.31 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 57128.63 Day 33 7618.24 91-180 Days E-4 8558.34 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 110867.83 Day 33 7725.27 30-90 Days E-5 10664.85 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 69305.70 Day 33 2172.62 <30 Days E-6 6583.34 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 64636.86 Day 33 9179.59 30-90 Days E-7 4676.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 81957.61 Day 33 9978.12 30-90 Days E-8 2922.51 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 26106.47 Day 33 1076.71 91-180 Days E-9 295.23 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 58730.16 Day 33 2496.58 91-180 Days G-4 11616.10 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 63618.22 Day 33 1036.40 <30 Days IG-3 10696.99 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 25263.88 Day 33 1152.59 30-90 Days IG-4 4038.66 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 92561.77 Day 33 11779.47 91-180 Days IG-5 16387.31 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 38850.77 Day 33 4193.77 30-90 Days IG-6 1110.09 No Operations