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 79176.99 Day 40 1482.86 30-90 Days L-1 6976.78 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 58102.19 Day 40 7642.39 91-180 Days L-10 6067.42 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 104434.37 Day 40 8338.81 91-180 Days L-11 3014.41 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 2149.06 Day 40 202.69 91-180 Days L-2 264.10 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 62912.17 Day 40 4387.71 91-180 Days L-3 7729.05 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 66939.45 Day 40 605.46 <30 Days L-4 1284.50 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 104687.82 Day 40 14240.71 91-180 Days L-5 19151.16 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 47084.31 Day 40 7056.68 Open L-6 1852.43 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 12818.41 Day 40 1.50 91-180 Days L-7 1124.10 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 16605.19 Day 40 917.89 Open L-8 736.64 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 70590.37 Day 40 9354.71 91-180 Days L-9 13621.50 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 83537.88 Day 40 5152.49 30-90 Days LC-1 14375.52 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 90970.25 Day 40 665.96 30-90 Days LC-2 8207.85 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 43269.52 Day 40 2860.14 30-90 Days N-1 1065.52 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 79758.07 Day 40 7122.92 30-90 Days N-2 5970.16 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 12627.39 Day 40 1199.87 30-90 Days N-3 1281.27 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 15819.24 Day 40 431.21 30-90 Days N-4 1868.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 86850.70 Day 40 249.59 <30 Days N-5 16050.55 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 50454.89 Day 40 223.28 30-90 Days N-6 3455.04 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 8597.76 Day 40 1183.78 Open N-7 191.43 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 36432.15 Day 40 3473.99 30-90 Days P-1 1712.94 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 92851.23 Day 40 6891.09 Open P-2 1098.59 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 102281.19 Day 40 1469.50 91-180 Days S-8 1330.09 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 18822.97 Day 40 906.79 <30 Days Y-1 618.36 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 105420.69 Day 40 668.49 <30 Days Y-2 11738.41 No Legal