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 29788.48 Day 45 3335.84 Open A-4 5855.14 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 87359.29 Day 45 9417.46 91-180 Days A-5 16165.87 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 97386.42 Day 45 12844.18 Open CB-1 7619.11 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 37310.16 Day 45 4163.41 91-180 Days CB-2 3767.05 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 42000.37 Day 45 2596.74 91-180 Days CB-3 4373.08 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 93363.51 Day 45 3116.80 Open E-1 13817.11 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 61663.38 Day 45 7734.52 30-90 Days E-2 2439.16 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 30581.32 Day 45 2955.53 Open G-1 1266.22 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 102595.88 Day 45 8597.81 <30 Days G-2 6343.60 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 110278.76 Day 45 12318.29 91-180 Days G-3 6099.52 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 33475.55 Day 45 1052.69 <30 Days IG-1 1120.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 46756.39 Day 45 6410.20 <30 Days IG-2 4099.16 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 110749.67 Day 45 7798.80 Open S-1 1678.58 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 5360.50 Day 45 219.65 91-180 Days S-2 493.34 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 18135.91 Day 45 70.10 30-90 Days S-3 1712.13 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 66766.93 Day 45 6877.46 30-90 Days S-4 2412.36 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 96360.76 Day 45 122.24 <30 Days S-5 1485.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 58810.04 Day 45 7388.29 91-180 Days S-6 10021.76 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 68006.61 Day 45 9874.96 91-180 Days S-7 12256.25 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 4418.94 Day 46 571.33 91-180 Days A-0-Q 661.98 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 42555.01 Day 46 4533.15 Open A-1-Q 4720.82 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 65722.77 Day 46 183.14 30-90 Days A-2-Q 3094.48 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 99840.20 Day 46 11366.81 Open A-3-Q 15144.70 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 27236.66 Day 46 244.74 91-180 Days A-4-Q 3931.06 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 85084.61 Day 46 7294.77 30-90 Days A-5-Q 15780.15 No Finance