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 32777.05 Day 41 2355.00 91-180 Days LC-1 3193.28 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 69580.82 Day 41 8782.48 30-90 Days LC-2 6415.30 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 42811.29 Day 41 2326.48 91-180 Days N-1 4578.15 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 73539.94 Day 41 2396.06 91-180 Days N-2 7702.65 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 89651.15 Day 41 975.11 91-180 Days N-3 15809.11 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 71835.10 Day 41 9468.74 91-180 Days N-4 6272.33 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 79178.17 Day 41 561.21 91-180 Days N-5 14123.56 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 23864.37 Day 41 2830.73 91-180 Days N-6 3005.48 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 11363.77 Day 41 252.71 30-90 Days N-7 1379.90 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 260.81 Day 41 12.79 <30 Days P-1 36.80 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 80213.83 Day 41 8563.29 Open P-2 3516.57 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 20575.81 Day 41 2288.04 91-180 Days S-8 1907.36 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 65465.75 Day 41 2032.66 91-180 Days Y-1 10246.72 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 14345.27 Day 41 1373.27 91-180 Days Y-2 2104.64 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 56401.60 Day 41 380.64 30-90 Days Y-3 3088.58 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 78144.57 Day 41 4334.29 Open Y-4 9824.40 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 101196.57 Day 41 2482.90 91-180 Days Z-1 9377.10 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 13017.53 Day 41 839.95 30-90 Days A-2 300.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 53419.34 Day 41 5480.01 30-90 Days A-3 5872.47 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 36159.95 Day 41 4155.73 30-90 Days A-4 4829.70 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 104343.31 Day 41 5380.84 30-90 Days A-5 2334.27 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 54608.45 Day 41 7475.99 Open CB-1 10850.72 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 28073.20 Day 41 4022.36 <30 Days CB-2 43.94 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 98282.42 Day 41 14678.43 Open CB-3 19560.30 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 20985.55 Day 41 1470.44 91-180 Days E-1 1726.08 Yes Liberty Capital Markets Inc. Legal