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 80095.38 Day 35 11260.44 <30 Days S-4 1231.28 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 26937.76 Day 35 1146.25 <30 Days S-5 153.21 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 52468.12 Day 35 2659.84 91-180 Days S-6 5771.20 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 93627.76 Day 35 2623.38 Open S-7 1261.04 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 15472.70 Day 36 725.81 <30 Days A-0-Q 2088.98 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 18993.83 Day 36 123.20 <30 Days A-1-Q 468.49 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 99421.73 Day 36 7292.98 <30 Days A-2-Q 7456.37 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 34498.99 Day 36 3303.26 91-180 Days A-3-Q 1011.27 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 56998.03 Day 36 3314.28 Open A-4-Q 8715.13 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 9618.94 Day 36 1172.44 30-90 Days A-5-Q 1824.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 36076.51 Day 36 303.70 30-90 Days CB-1-Q 5880.11 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 58866.98 Day 36 5934.81 30-90 Days CB-2-Q 11747.98 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 103601.07 Day 36 1301.43 91-180 Days S-1-Q 17210.38 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 31834.88 Day 36 2527.91 91-180 Days S-2-Q 4728.23 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 100744.72 Day 36 4411.40 <30 Days S-3-Q 13280.34 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 49529.65 Day 36 4272.30 Open S-4-Q 7047.02 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 107484.66 Day 36 12297.39 Open CB-3-Q 3810.92 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 47972.23 Day 36 3094.46 <30 Days G-1-Q 6555.93 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 12938.05 Day 36 1909.91 Open G-2-Q 2536.44 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 12254.57 Day 36 357.76 <30 Days G-3-Q 813.91 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 107486.44 Day 36 9625.38 30-90 Days S-5-Q 19300.51 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 98965.81 Day 36 4951.74 Open S-6-Q 7267.41 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 73661.16 Day 36 1238.57 30-90 Days S-7-Q 9027.70 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 61689.90 Day 36 7799.56 <30 Days E-1-Q 4296.71 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 108429.19 Day 36 8129.45 30-90 Days E-2-Q 8865.48 No Legal