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 94512.15 Day 52 9988.21 Open IG-2-Q 1296.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 59483.64 Day 52 8510.67 30-90 Days C-1 4404.07 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 105329.13 Day 52 1421.47 Open CB-4 17074.66 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 6207.80 Day 52 383.37 91-180 Days E-10 1139.23 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 36535.75 Day 52 3809.86 Open E-3 7214.15 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 39160.74 Day 52 2765.61 91-180 Days E-4 3644.10 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 36227.49 Day 52 3816.29 <30 Days E-5 1774.33 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 72896.15 Day 52 5299.20 30-90 Days E-6 2207.98 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 95957.55 Day 52 11685.68 91-180 Days E-7 1391.70 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 62031.12 Day 52 8024.86 91-180 Days E-8 11168.61 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 5848.37 Day 52 589.16 30-90 Days E-9 119.78 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 92210.25 Day 52 8361.73 91-180 Days G-4 3107.58 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 108244.11 Day 52 14577.12 Open IG-3 1586.71 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 95416.47 Day 52 5990.49 30-90 Days IG-4 15976.01 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 35328.98 Day 52 216.31 30-90 Days IG-5 5491.21 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 33092.50 Day 52 1533.91 Open IG-6 2785.97 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 96444.72 Day 52 10445.29 91-180 Days IG-7 656.25 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 28796.00 Day 52 1080.97 91-180 Days IG-8 1685.44 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 43491.99 Day 52 5722.74 <30 Days L-1 2204.04 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 93993.06 Day 52 7505.67 91-180 Days L-10 2137.87 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 23650.12 Day 52 1885.64 30-90 Days L-11 2712.58 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 26083.77 Day 52 2267.08 <30 Days L-2 4726.75 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 22015.42 Day 52 3207.95 30-90 Days L-3 820.73 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 51334.45 Day 52 4230.42 <30 Days L-4 2736.91 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 92876.24 Day 52 12306.03 <30 Days L-5 17990.46 Yes Liberty International Finance Ltd. Finance