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 55765.61 Day 56 4045.22 Open S-5-Q 5746.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 79937.99 Day 56 6922.80 30-90 Days S-6-Q 4961.77 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 34051.18 Day 56 4540.86 30-90 Days S-7-Q 6344.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 28517.19 Day 56 2666.64 Open E-1-Q 1086.03 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 87468.63 Day 56 11386.77 <30 Days E-2-Q 3207.53 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 41752.09 Day 56 1763.89 91-180 Days IG-1-Q 5680.79 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 18233.85 Day 56 790.64 91-180 Days IG-2-Q 2996.55 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 18492.67 Day 56 1346.17 <30 Days C-1 2472.17 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 40385.81 Day 56 842.54 91-180 Days CB-4 3910.64 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 14709.69 Day 56 1755.15 <30 Days E-10 473.88 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 57470.30 Day 56 8189.34 91-180 Days E-3 8445.06 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 715.68 Day 56 106.05 30-90 Days E-4 67.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 71736.09 Day 56 7792.59 <30 Days E-5 2333.32 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 19569.83 Day 56 322.51 91-180 Days E-6 1053.57 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 60984.54 Day 56 7968.56 Open E-7 9742.80 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 59248.37 Day 56 7549.92 <30 Days E-8 2382.25 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 2802.12 Day 56 291.79 91-180 Days E-9 379.98 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 45714.05 Day 56 2689.32 <30 Days G-4 2347.79 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 64133.55 Day 56 5813.64 <30 Days IG-3 10891.04 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 88111.42 Day 56 9351.23 30-90 Days IG-4 205.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 50177.25 Day 56 7402.33 30-90 Days IG-5 7467.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 34112.90 Day 56 3945.40 <30 Days IG-6 1897.91 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 40191.64 Day 56 2422.33 91-180 Days IG-7 3566.61 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 103966.85 Day 56 13321.84 30-90 Days IG-8 16092.24 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 59362.61 Day 56 5411.37 Open L-1 11166.65 Yes Liberty Capital Markets Inc. Operations