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 113207.45 Day 39 10885.41 <30 Days A-4-Q 9787.29 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 17683.90 Day 39 2395.12 30-90 Days A-5-Q 363.13 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 20485.75 Day 39 344.11 <30 Days CB-1-Q 2584.50 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 92716.16 Day 39 3658.02 Open CB-2-Q 11063.66 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 64472.62 Day 39 1779.40 30-90 Days S-1-Q 3330.52 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 5347.92 Day 39 352.23 Open S-2-Q 26.05 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 93354.71 Day 39 11386.86 30-90 Days S-3-Q 5969.35 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 107299.98 Day 39 2890.75 <30 Days S-4-Q 15806.99 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 57423.22 Day 39 8399.19 Open CB-3-Q 5399.80 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 99067.08 Day 39 4271.80 30-90 Days G-1-Q 15353.67 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 46653.71 Day 39 683.78 Open G-2-Q 4488.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 46654.09 Day 39 5547.56 30-90 Days G-3-Q 729.56 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 101148.10 Day 39 37.72 Open S-5-Q 15223.09 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 62604.49 Day 39 5697.40 Open S-6-Q 12491.93 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 514.19 Day 39 55.32 Open S-7-Q 1.83 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 66180.14 Day 39 1937.34 91-180 Days E-1-Q 12314.64 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 32498.03 Day 39 2755.24 <30 Days E-2-Q 6373.23 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 56247.34 Day 39 3.13 91-180 Days IG-1-Q 8884.71 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 31361.58 Day 39 301.07 <30 Days IG-2-Q 418.49 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 44776.55 Day 39 3354.33 91-180 Days C-1 6514.74 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 113704.51 Day 39 16918.22 91-180 Days CB-4 20166.55 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 4612.63 Day 39 53.32 <30 Days E-10 488.54 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 73385.48 Day 39 4691.98 Open E-3 9741.90 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 73557.44 Day 39 7323.33 <30 Days E-4 1617.04 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 51597.74 Day 39 433.88 91-180 Days E-5 3543.54 Yes Liberty Capital Markets Inc. Treasury