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 52334.88 Day 47 1938.88 30-90 Days S-6-Q 6971.75 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 92898.90 Day 47 12520.10 <30 Days S-7-Q 4053.34 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 38640.44 Day 47 2812.94 30-90 Days E-1-Q 7417.72 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 102957.52 Day 47 14114.17 Open E-2-Q 19598.70 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 56898.00 Day 47 8082.83 Open IG-1-Q 7474.32 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 13073.42 Day 47 366.01 Open IG-2-Q 2445.59 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 5476.61 Day 47 94.67 30-90 Days C-1 443.06 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 29202.63 Day 47 3614.73 91-180 Days CB-4 1442.17 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 29027.69 Day 47 4030.29 30-90 Days E-10 4099.01 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 85873.11 Day 47 8574.87 <30 Days E-3 1049.99 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 42324.19 Day 47 5453.03 91-180 Days E-4 1515.50 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 50372.41 Day 47 5858.08 91-180 Days E-5 3765.04 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 22891.58 Day 47 3048.14 <30 Days E-6 1762.58 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 33264.97 Day 47 2065.66 91-180 Days E-7 5925.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 76163.56 Day 47 9966.63 30-90 Days E-8 10666.94 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 8943.93 Day 47 672.33 91-180 Days E-9 1166.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 30131.75 Day 47 3539.04 <30 Days G-4 4124.74 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 38397.22 Day 47 995.23 91-180 Days IG-3 3329.35 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 110102.40 Day 47 6200.07 <30 Days IG-4 2351.83 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 98583.19 Day 47 9426.72 91-180 Days IG-5 15116.83 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 108433.92 Day 47 111.07 30-90 Days IG-6 14377.89 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 1232.83 Day 47 43.11 30-90 Days IG-7 243.96 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 84762.58 Day 47 3605.66 91-180 Days IG-8 3068.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 76431.73 Day 47 4811.16 91-180 Days L-1 3705.14 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 79450.63 Day 47 10119.57 91-180 Days L-10 76.96 Yes Liberty Wealth Management LLC Operations