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 61747.19 Day 42 5804.49 <30 Days CB-3-Q 6797.61 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 53864.99 Day 42 6198.04 30-90 Days G-1-Q 851.52 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 8675.21 Day 42 221.03 Open G-2-Q 294.21 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 38497.48 Day 42 1452.27 30-90 Days G-3-Q 1810.16 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 64123.88 Day 42 8936.41 <30 Days S-5-Q 10604.88 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 81217.83 Day 42 2847.69 91-180 Days S-6-Q 14894.07 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 109622.42 Day 42 3121.26 Open S-7-Q 16658.87 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 57560.74 Day 42 5598.46 30-90 Days E-1-Q 6124.41 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 29269.21 Day 42 1225.90 91-180 Days E-2-Q 1866.01 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 6342.20 Day 42 381.91 Open IG-1-Q 305.64 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 6458.15 Day 42 42.98 30-90 Days IG-2-Q 924.09 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 22756.67 Day 42 2749.44 <30 Days C-1 1782.08 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 56189.86 Day 42 4059.87 91-180 Days CB-4 3280.16 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 113128.10 Day 42 3721.87 Open E-10 9051.02 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 106293.44 Day 42 11973.50 <30 Days E-3 2839.66 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 29844.47 Day 42 286.08 Open E-4 5550.63 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 105198.45 Day 42 5584.13 <30 Days E-5 9994.42 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 14884.95 Day 42 1455.26 <30 Days E-6 2628.69 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 17117.05 Day 42 881.16 91-180 Days E-7 2752.57 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 74962.42 Day 42 5856.16 Open E-8 7322.39 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 65897.60 Day 42 8182.90 91-180 Days E-9 8403.80 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 66553.26 Day 42 5481.46 30-90 Days G-4 4935.18 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 8898.13 Day 42 844.85 Open IG-3 304.26 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 27147.56 Day 42 1102.13 30-90 Days IG-4 4316.10 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 67986.52 Day 42 8648.32 91-180 Days IG-5 5913.05 Yes Liberty Mortgage Services Corp. Treasury