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 23606.71 Day 40 1814.68 Open G-3-Q 568.55 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 40198.07 Day 40 352.36 30-90 Days S-5-Q 6505.01 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 48447.58 Day 40 3752.86 Open S-6-Q 8497.55 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 47146.28 Day 40 1542.06 <30 Days S-7-Q 4635.26 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 37704.98 Day 40 2580.57 91-180 Days E-1-Q 7040.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 53079.19 Day 40 7065.51 Open E-2-Q 2384.78 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 51975.50 Day 40 4644.19 30-90 Days IG-1-Q 8342.16 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 61361.84 Day 40 1395.48 Open IG-2-Q 6077.81 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 3046.74 Day 40 201.59 91-180 Days C-1 314.84 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 10982.00 Day 40 78.06 <30 Days CB-4 2171.56 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 14913.82 Day 40 1925.34 30-90 Days E-10 1457.14 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 11780.32 Day 40 1000.47 30-90 Days E-3 1084.33 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 9673.93 Day 40 1352.54 30-90 Days E-4 1646.49 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 111189.48 Day 40 585.59 <30 Days E-5 14961.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 105764.75 Day 40 12208.40 30-90 Days E-6 4686.00 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 66073.16 Day 40 8717.00 Open E-7 11164.61 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 8217.92 Day 40 1087.36 91-180 Days E-8 1223.74 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 43264.38 Day 40 115.34 91-180 Days E-9 1106.40 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 44093.82 Day 40 6423.38 <30 Days G-4 3664.49 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 11426.87 Day 40 48.38 <30 Days IG-3 1918.75 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 83410.09 Day 40 6085.77 <30 Days IG-4 4794.16 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 5488.60 Day 40 198.73 30-90 Days IG-5 788.40 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 80204.32 Day 40 3323.91 <30 Days IG-6 5468.72 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 74771.36 Day 40 3482.39 91-180 Days IG-7 12605.09 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 21588.91 Day 40 1538.51 30-90 Days IG-8 3697.77 Yes Liberty Mortgage Services Corp. Legal