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 86072.84 Day 33 1678.20 Open Y-1 16366.58 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 92544.17 Day 33 9513.55 30-90 Days Y-2 1872.76 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 2084.12 Day 33 259.05 Open Y-3 264.23 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 42929.22 Day 33 1327.91 30-90 Days Y-4 1607.42 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 84919.39 Day 33 7959.81 Open Z-1 9436.13 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 21534.29 Day 33 459.19 Open A-2 109.40 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 84314.36 Day 33 8469.15 30-90 Days A-3 4033.10 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 76367.59 Day 33 677.50 <30 Days A-4 11322.21 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 72395.13 Day 33 7840.00 91-180 Days A-5 5125.37 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 64186.12 Day 33 1343.02 30-90 Days CB-1 1841.83 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 68137.48 Day 33 8271.07 <30 Days CB-2 143.19 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 1162.08 Day 33 6.92 Open CB-3 3.43 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 95735.42 Day 33 6621.26 Open E-1 3285.23 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 23716.96 Day 33 797.52 91-180 Days E-2 883.86 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 24761.76 Day 33 2900.40 91-180 Days G-1 1262.79 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 25234.00 Day 33 2812.13 <30 Days G-2 625.84 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 87962.39 Day 33 5226.58 Open G-3 14997.71 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 4635.74 Day 33 318.18 Open IG-1 283.42 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 60338.64 Day 33 2985.42 91-180 Days IG-2 10361.25 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 112243.83 Day 33 5994.86 <30 Days S-1 8333.99 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 22172.68 Day 33 3201.60 <30 Days S-2 331.24 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 83715.80 Day 33 3867.57 91-180 Days S-3 2434.08 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 82134.60 Day 33 10069.27 <30 Days S-4 1214.16 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 72828.82 Day 33 5409.48 <30 Days S-5 5401.63 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 24294.58 Day 33 404.99 Open S-6 4348.51 No Legal