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 9847.37 Day 58 812.82 Open G-1-Q 506.35 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 113325.74 Day 58 12794.60 <30 Days G-2-Q 21910.58 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 53331.20 Day 58 4250.91 Open G-3-Q 10108.81 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 11850.79 Day 58 256.38 Open S-5-Q 1933.13 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 76667.07 Day 58 1545.67 91-180 Days S-6-Q 13494.38 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 37179.40 Day 58 355.17 <30 Days S-7-Q 6093.58 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 50965.59 Day 58 5074.57 <30 Days E-1-Q 4845.12 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 29037.08 Day 58 3708.67 Open E-2-Q 1104.95 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 31597.27 Day 58 1827.57 Open IG-1-Q 3519.52 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 20583.19 Day 58 2316.71 30-90 Days IG-2-Q 2905.76 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 47717.45 Day 58 3283.55 Open C-1 5164.29 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 55641.02 Day 58 419.00 30-90 Days CB-4 1422.57 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 88386.79 Day 58 4581.97 30-90 Days E-10 9181.62 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 89329.14 Day 58 9190.73 30-90 Days E-3 15294.60 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 8689.49 Day 58 1044.88 30-90 Days E-4 903.19 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 101449.28 Day 58 11201.97 <30 Days E-5 12082.02 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 105660.71 Day 58 3121.59 Open E-6 13825.56 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 69416.39 Day 58 5030.41 30-90 Days E-7 4548.76 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 17190.09 Day 58 2116.77 Open E-8 558.32 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 88389.67 Day 58 12048.21 91-180 Days E-9 9027.82 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 18196.67 Day 58 169.63 91-180 Days G-4 252.28 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 31860.94 Day 58 3752.24 <30 Days IG-3 4144.00 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 76814.34 Day 58 8790.38 30-90 Days IG-4 5376.60 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 29457.14 Day 58 2752.49 Open IG-5 5724.85 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 70620.01 Day 58 1888.72 <30 Days IG-6 7493.95 Yes Liberty International Finance Ltd. Finance