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 51550.28 Day 57 6490.85 30-90 Days E-4 7850.16 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 88854.12 Day 57 5111.02 30-90 Days E-5 3308.62 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 60063.80 Day 57 3069.76 91-180 Days E-6 159.33 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 13266.99 Day 57 1307.51 91-180 Days E-7 2134.96 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 4821.46 Day 57 121.85 91-180 Days E-8 546.35 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 68202.03 Day 57 87.01 Open E-9 3494.84 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 41452.69 Day 57 1525.44 <30 Days G-4 6562.64 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 71928.11 Day 57 10531.34 Open IG-3 3861.04 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 41332.80 Day 57 1920.39 Open IG-4 973.65 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 76023.13 Day 57 7052.11 Open IG-5 10898.42 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 89282.22 Day 57 5014.79 <30 Days IG-6 7438.94 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 16691.67 Day 57 380.72 30-90 Days IG-7 2615.58 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 37330.84 Day 57 2516.62 91-180 Days IG-8 715.08 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 17222.60 Day 57 415.01 91-180 Days L-1 1343.50 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 10389.77 Day 57 1334.92 <30 Days L-10 30.93 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 8462.43 Day 57 978.93 30-90 Days L-11 1079.40 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 77357.38 Day 57 1543.18 <30 Days L-2 12182.47 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 15100.23 Day 57 1024.46 91-180 Days L-3 1367.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 104416.33 Day 57 2287.61 Open L-4 18087.70 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 67867.12 Day 57 5311.93 <30 Days L-5 13271.35 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 32214.71 Day 57 4783.35 Open L-6 3912.82 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 69228.15 Day 57 1855.08 <30 Days L-7 4952.89 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 16303.73 Day 57 513.65 Open L-8 2880.41 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 83126.04 Day 57 5920.75 91-180 Days L-9 2619.40 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 44305.95 Day 57 1462.39 30-90 Days LC-1 1485.18 Yes Liberty Wealth Management LLC Treasury