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 112352.89 Day 57 6851.91 Open G-1 17631.50 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 106145.94 Day 57 8075.06 <30 Days G-2 14897.82 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 62291.78 Day 57 6133.54 91-180 Days G-3 6021.95 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 110954.62 Day 57 15402.52 91-180 Days IG-1 2906.94 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 93174.72 Day 57 11917.04 <30 Days IG-2 18149.15 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 10433.69 Day 57 543.89 30-90 Days S-1 1353.21 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 48942.55 Day 57 5422.87 91-180 Days S-2 3259.27 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 15024.25 Day 57 582.51 30-90 Days S-3 692.99 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 79158.25 Day 57 8199.86 <30 Days S-4 10681.19 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 92836.87 Day 57 7385.83 91-180 Days S-5 11088.93 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 54027.47 Day 57 7699.03 Open S-6 3468.03 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 57856.42 Day 57 7593.50 91-180 Days S-7 4603.11 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 43822.81 Day 58 4228.49 Open A-0-Q 1481.24 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 21713.93 Day 58 686.65 30-90 Days A-1-Q 1535.85 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 4064.36 Day 58 20.89 91-180 Days A-2-Q 231.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 53413.70 Day 58 1420.26 91-180 Days A-3-Q 7755.15 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 99134.87 Day 58 9755.22 <30 Days A-4-Q 4874.51 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 84647.97 Day 58 9795.50 91-180 Days A-5-Q 15570.66 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 10898.26 Day 58 1192.10 Open CB-1-Q 1115.12 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 105339.42 Day 58 7821.91 30-90 Days CB-2-Q 17416.12 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 33402.75 Day 58 2332.43 91-180 Days S-1-Q 4701.80 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 87741.13 Day 58 3689.31 91-180 Days S-2-Q 4230.23 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 103591.41 Day 58 14385.76 Open S-3-Q 9535.92 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 107644.49 Day 58 7909.39 91-180 Days S-4-Q 21465.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 67264.09 Day 58 3914.79 <30 Days CB-3-Q 5324.93 No Risk Management