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 58085.81 Day 57 4474.16 <30 Days A-2-Q 8587.35 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 10700.25 Day 57 1465.85 91-180 Days A-3-Q 1241.13 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 112103.54 Day 57 10568.13 30-90 Days A-4-Q 22316.10 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 104626.96 Day 57 1561.81 <30 Days A-5-Q 3594.35 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 81339.07 Day 57 2696.27 <30 Days CB-1-Q 1237.44 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 87216.03 Day 57 6250.77 Open CB-2-Q 6703.90 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 93231.22 Day 57 4449.70 <30 Days S-1-Q 9059.79 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 10765.42 Day 57 1236.74 30-90 Days S-2-Q 739.13 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 112770.75 Day 57 1872.62 <30 Days S-3-Q 18225.23 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 102403.82 Day 57 11355.47 <30 Days S-4-Q 7023.37 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 50254.40 Day 57 1239.59 91-180 Days CB-3-Q 1959.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 94106.99 Day 57 5352.55 Open G-1-Q 8576.84 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 31327.85 Day 57 1287.79 <30 Days G-2-Q 3092.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 17826.57 Day 57 2032.97 30-90 Days G-3-Q 1661.80 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 42378.50 Day 57 2909.70 Open S-5-Q 1683.04 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 11139.66 Day 57 185.70 91-180 Days S-6-Q 1358.53 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 86398.87 Day 57 11096.93 30-90 Days S-7-Q 9343.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 50798.66 Day 57 7077.88 Open E-1-Q 3186.05 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 87742.47 Day 57 12224.11 30-90 Days E-2-Q 11777.21 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 102762.29 Day 57 14659.59 91-180 Days IG-1-Q 8050.55 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 97006.02 Day 57 12425.29 30-90 Days IG-2-Q 13112.47 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 104235.37 Day 57 5519.56 30-90 Days C-1 7149.99 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 90768.58 Day 57 9450.76 91-180 Days CB-4 5075.30 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 53697.79 Day 57 1868.40 30-90 Days E-10 6313.25 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 71141.86 Day 57 4451.80 Open E-3 8397.44 Yes Liberty Capital Markets Inc. Operations