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 84714.45 Day 50 2367.27 30-90 Days A-0-Q 10275.52 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 229.55 Day 50 18.63 Open A-1-Q 3.94 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 57363.57 Day 50 2043.27 Open A-2-Q 10473.32 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 100360.44 Day 50 514.07 Open A-3-Q 17478.53 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 7668.12 Day 50 109.87 30-90 Days A-4-Q 652.89 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 79120.08 Day 50 11112.19 <30 Days A-5-Q 8907.61 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 8683.80 Day 50 1209.03 <30 Days CB-1-Q 1589.36 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 10370.44 Day 50 1268.67 91-180 Days CB-2-Q 627.48 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 97205.76 Day 50 2068.36 Open S-1-Q 13132.10 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 112057.15 Day 50 2448.45 Open S-2-Q 17965.96 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 105583.42 Day 50 6087.33 30-90 Days S-3-Q 12174.10 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 5927.87 Day 50 128.65 91-180 Days S-4-Q 1006.94 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 64336.83 Day 50 9185.96 91-180 Days CB-3-Q 5188.92 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 10628.01 Day 50 80.55 Open G-1-Q 1682.05 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 107462.16 Day 50 7449.24 <30 Days G-2-Q 8168.17 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 39662.10 Day 50 4228.80 <30 Days G-3-Q 5245.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 70416.21 Day 50 3472.26 30-90 Days S-5-Q 7638.65 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 102796.20 Day 50 14263.04 30-90 Days S-6-Q 17151.15 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 97825.51 Day 50 4746.45 30-90 Days S-7-Q 3228.19 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 94050.67 Day 50 7272.85 Open E-1-Q 12735.93 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 108734.48 Day 50 7379.09 30-90 Days E-2-Q 1296.31 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 35217.91 Day 50 1470.35 91-180 Days IG-1-Q 6560.58 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 42511.36 Day 50 5469.51 Open IG-2-Q 5147.23 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 15547.19 Day 50 1330.53 Open C-1 1310.37 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 27871.60 Day 50 274.75 30-90 Days CB-4 3552.72 No Risk Management