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 112755.95 Day 55 13630.34 Open E-7 3343.68 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 32462.03 Day 55 144.42 30-90 Days E-8 54.82 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 106422.72 Day 55 7764.86 Open E-9 4520.84 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 22016.12 Day 55 1983.61 Open G-4 3996.67 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 32627.15 Day 55 422.99 30-90 Days IG-3 5912.85 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 78812.22 Day 55 2765.74 91-180 Days IG-4 2363.56 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 7623.18 Day 55 420.60 30-90 Days IG-5 645.50 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 30493.63 Day 55 2240.69 30-90 Days IG-6 5621.62 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 83415.02 Day 55 11148.30 30-90 Days IG-7 6740.07 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 68193.69 Day 55 4207.71 91-180 Days IG-8 7177.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 29551.12 Day 55 2904.77 91-180 Days L-1 2459.19 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 44096.30 Day 55 1967.12 <30 Days L-10 25.71 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 15405.34 Day 55 550.98 30-90 Days L-11 1323.27 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 113314.48 Day 55 1259.16 91-180 Days L-2 17287.86 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 86795.71 Day 55 6950.62 30-90 Days L-3 1711.07 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 51017.42 Day 55 4411.97 30-90 Days L-4 2438.00 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 5853.98 Day 55 101.71 Open L-5 509.14 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 98691.47 Day 55 2348.20 91-180 Days L-6 19717.28 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 20091.41 Day 55 2638.47 Open L-7 460.82 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 44908.88 Day 55 4546.62 Open L-8 3792.12 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 102512.36 Day 55 2973.87 Open L-9 13134.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 76301.11 Day 55 299.58 91-180 Days LC-1 14645.81 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 63941.11 Day 55 7135.33 91-180 Days LC-2 2055.28 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 45918.03 Day 55 656.51 <30 Days N-1 5527.16 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 103552.02 Day 55 4416.38 Open N-2 12594.23 No Legal