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 111254.72 Day 44 9579.56 <30 Days S-2-Q 14122.50 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 61581.58 Day 44 5197.83 91-180 Days S-3-Q 5914.72 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 5183.06 Day 44 384.82 Open S-4-Q 45.18 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 94754.53 Day 44 11650.98 30-90 Days CB-3-Q 8911.22 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 105211.33 Day 44 524.74 30-90 Days G-1-Q 1093.84 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 21715.56 Day 44 605.23 91-180 Days G-2-Q 655.72 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 61122.94 Day 44 3429.85 91-180 Days G-3-Q 8824.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 97318.18 Day 44 10182.59 91-180 Days S-5-Q 834.79 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 71266.44 Day 44 1863.73 91-180 Days S-6-Q 13227.20 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 11771.84 Day 44 322.99 <30 Days S-7-Q 2053.40 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 56306.01 Day 44 3398.09 <30 Days E-1-Q 7563.63 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 27882.89 Day 44 3138.73 <30 Days E-2-Q 3559.87 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 101685.63 Day 44 10135.65 91-180 Days IG-1-Q 19853.83 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 51375.67 Day 44 282.29 Open IG-2-Q 8294.01 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 55659.99 Day 44 6295.12 <30 Days C-1 9126.41 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 56663.58 Day 44 5152.05 91-180 Days CB-4 8112.51 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 83712.24 Day 44 4125.12 91-180 Days E-10 5758.59 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 92297.17 Day 44 1180.32 <30 Days E-3 7103.85 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 103613.28 Day 44 7401.21 30-90 Days E-4 18338.78 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 19963.82 Day 44 1004.98 Open E-5 1789.51 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 23582.11 Day 44 447.38 Open E-6 4664.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 23024.90 Day 44 257.16 91-180 Days E-7 3375.57 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 60405.17 Day 44 4997.91 <30 Days E-8 6610.77 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 78048.23 Day 44 11163.54 <30 Days E-9 2633.61 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 55913.64 Day 44 1727.34 91-180 Days G-4 9018.35 Yes Liberty Mortgage Services Corp. Risk Management