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 110785.22 Day 38 439.18 91-180 Days S-7-Q 7871.36 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 81043.13 Day 38 8354.32 Open E-1-Q 13707.20 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 81396.98 Day 38 8335.23 <30 Days E-2-Q 10426.46 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 24146.67 Day 38 3356.67 <30 Days IG-1-Q 861.22 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 55359.44 Day 38 3883.21 <30 Days IG-2-Q 1920.30 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 75821.95 Day 38 7317.82 30-90 Days C-1 12439.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 66165.79 Day 38 5517.53 30-90 Days CB-4 4027.97 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 35514.48 Day 38 4592.12 <30 Days E-10 6967.41 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 112904.42 Day 38 13513.70 Open E-3 947.34 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 9505.68 Day 38 423.99 91-180 Days E-4 1100.07 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 7715.34 Day 38 626.46 Open E-5 1200.97 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 26459.15 Day 38 3930.00 91-180 Days E-6 4631.82 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 39361.78 Day 38 1010.45 91-180 Days E-7 2084.79 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 78107.62 Day 38 10559.49 Open E-8 345.60 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 53480.63 Day 38 7761.09 <30 Days E-9 4690.84 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 99001.77 Day 38 869.02 30-90 Days G-4 5661.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 110628.05 Day 38 14027.67 30-90 Days IG-3 657.23 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 95382.48 Day 38 13313.26 30-90 Days IG-4 16807.72 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 56578.29 Day 38 6448.02 Open IG-5 2004.57 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 41480.53 Day 38 5732.94 91-180 Days IG-6 3855.71 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 96883.28 Day 38 14308.03 91-180 Days IG-7 16773.48 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 2624.19 Day 38 257.98 <30 Days IG-8 313.17 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 41530.73 Day 38 4565.86 30-90 Days L-1 6729.59 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 72941.39 Day 38 10536.22 Open L-10 467.98 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 66768.68 Day 38 3534.33 Open L-11 5197.21 Yes Liberty Capital Markets Inc. Operations