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 95262.31 Day 45 1007.06 30-90 Days E-2-Q 5074.02 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 12777.56 Day 45 1852.52 Open IG-1-Q 396.69 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 12809.52 Day 45 1617.11 Open IG-2-Q 1445.68 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 112894.83 Day 45 11166.08 30-90 Days C-1 18753.79 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 85516.56 Day 45 12758.38 Open CB-4 8738.84 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 100778.46 Day 45 4747.40 <30 Days E-10 15277.40 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 36518.03 Day 45 1157.43 30-90 Days E-3 5167.87 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 29031.26 Day 45 462.89 30-90 Days E-4 1609.99 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 55339.23 Day 45 4866.86 Open E-5 668.57 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 69708.51 Day 45 7146.75 30-90 Days E-6 7444.50 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 59214.41 Day 45 7857.18 91-180 Days E-7 2350.58 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 21608.29 Day 45 938.72 91-180 Days E-8 1936.58 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 9499.00 Day 45 872.76 30-90 Days E-9 208.40 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 98163.32 Day 45 1145.02 91-180 Days G-4 7018.97 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 9592.68 Day 45 910.72 <30 Days IG-3 542.95 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 108176.38 Day 45 9611.70 Open IG-4 16440.33 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 98966.08 Day 45 6182.99 30-90 Days IG-5 11395.09 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 100659.06 Day 45 4829.47 91-180 Days IG-6 6438.64 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 32049.93 Day 45 3619.96 <30 Days IG-7 6152.73 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 100129.89 Day 45 14264.23 Open IG-8 8110.13 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 36385.79 Day 45 3170.25 <30 Days L-1 5866.60 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 8820.04 Day 45 1039.02 91-180 Days L-10 543.09 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 47361.16 Day 45 3058.99 91-180 Days L-11 6646.91 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 40361.67 Day 45 2912.27 91-180 Days L-2 4204.80 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 17971.79 Day 45 356.42 <30 Days L-3 276.58 Yes Liberty Capital Markets Inc. Treasury