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 38599.34 Day 50 1990.87 Open E-1 2569.33 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 105648.64 Day 50 15614.35 <30 Days E-2 13037.07 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 46580.83 Day 50 2607.32 Open G-1 1459.06 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 44693.93 Day 50 1807.71 <30 Days G-2 7346.07 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 88323.46 Day 50 10098.77 91-180 Days G-3 8931.26 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 105502.60 Day 50 12772.33 91-180 Days IG-1 11584.67 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 3776.42 Day 50 58.17 91-180 Days IG-2 332.47 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 83651.72 Day 50 5944.31 Open S-1 12778.44 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 61442.53 Day 50 2141.92 Open S-2 10336.99 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 45721.77 Day 50 6609.19 <30 Days S-3 3755.49 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 83433.29 Day 50 3132.95 <30 Days S-4 7428.48 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 102424.52 Day 50 11464.49 Open S-5 12460.40 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 81694.44 Day 50 11795.79 91-180 Days S-6 4052.42 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 69357.30 Day 50 6319.46 <30 Days S-7 9599.37 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 112557.42 Day 51 12891.18 Open A-0-Q 11309.80 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 96143.65 Day 51 9864.72 <30 Days A-1-Q 6142.25 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 20404.66 Day 51 2453.60 91-180 Days A-2-Q 1140.65 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 100640.40 Day 51 8570.05 <30 Days A-3-Q 9894.56 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 57310.48 Day 51 5184.98 30-90 Days A-4-Q 1022.65 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 28856.83 Day 51 2646.67 <30 Days A-5-Q 2025.50 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 29191.87 Day 51 3090.98 30-90 Days CB-1-Q 3835.17 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 102382.95 Day 51 11577.18 <30 Days CB-2-Q 5707.57 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 101528.34 Day 51 1397.78 Open S-1-Q 6866.45 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 46605.59 Day 51 1175.63 Open S-2-Q 787.35 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 69062.93 Day 51 706.73 <30 Days S-3-Q 2973.36 Yes Liberty Mortgage Services Corp. Legal