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 28521.20 Day 35 2715.97 30-90 Days P-1 1862.29 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 43718.00 Day 35 5363.72 Open P-2 4682.34 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 64152.13 Day 35 7427.93 Open S-8 3494.43 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 58803.71 Day 35 8140.20 91-180 Days Y-1 4152.73 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 10282.94 Day 35 1343.64 30-90 Days Y-2 500.85 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 63587.09 Day 35 988.08 <30 Days Y-3 8439.94 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 35913.03 Day 35 4123.73 Open Y-4 324.04 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 94012.18 Day 35 5769.10 Open Z-1 275.54 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 10530.46 Day 35 1251.08 30-90 Days A-2 1586.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 110538.57 Day 35 1735.47 30-90 Days A-3 4780.01 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 102318.81 Day 35 2715.11 91-180 Days A-4 3245.21 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 15563.98 Day 35 1844.78 Open A-5 768.34 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 71470.98 Day 35 4566.20 Open CB-1 3552.78 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 47062.03 Day 35 3109.14 Open CB-2 165.80 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 73851.88 Day 35 5035.69 <30 Days CB-3 10298.94 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 68725.29 Day 35 10301.20 <30 Days E-1 2322.19 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 36830.07 Day 35 1865.22 Open E-2 7214.73 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 104406.27 Day 35 9607.90 91-180 Days G-1 16900.06 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 42028.64 Day 35 4889.21 <30 Days G-2 1158.99 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 101831.05 Day 35 4728.39 <30 Days G-3 1127.00 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 85885.36 Day 35 4872.30 30-90 Days IG-1 9462.97 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 42317.36 Day 35 1850.58 <30 Days IG-2 6530.31 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 68834.66 Day 35 7793.00 Open S-1 12396.79 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 21673.73 Day 35 1885.49 91-180 Days S-2 2622.48 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 108296.64 Day 35 7990.18 30-90 Days S-3 17094.12 No Treasury