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 107521.59 Day 60 1375.33 91-180 Days P-1 11885.02 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 5562.90 Day 60 590.90 30-90 Days P-2 806.57 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 94280.52 Day 60 10196.14 91-180 Days S-8 10915.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 4770.62 Day 60 333.02 <30 Days Y-1 538.74 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 62824.41 Day 60 59.93 30-90 Days Y-2 1517.34 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 48454.76 Day 60 6231.83 30-90 Days Y-3 7132.79 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 60337.83 Day 60 2209.07 <30 Days Y-4 3786.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 31825.35 Day 60 2753.26 91-180 Days Z-1 1205.41 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 26372.32 Day 60 3222.63 <30 Days A-2 608.78 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 99942.41 Day 60 4012.64 30-90 Days A-3 13938.44 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 588.27 Day 60 8.23 Open A-4 23.74 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 24303.10 Day 60 176.62 <30 Days A-5 4246.99 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 59299.79 Day 60 3434.69 Open CB-1 8233.51 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 52031.42 Day 60 6783.07 Open CB-2 6016.22 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 21467.80 Day 60 1971.86 <30 Days CB-3 3671.50 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 44916.13 Day 60 4393.72 30-90 Days E-1 1458.78 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 110434.85 Day 60 6650.98 91-180 Days E-2 17228.15 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 18917.89 Day 60 1519.83 91-180 Days G-1 1684.25 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 91426.87 Day 60 7104.43 Open G-2 11799.78 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 97753.85 Day 60 9168.90 <30 Days G-3 16575.33 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 109522.63 Day 60 16315.15 30-90 Days IG-1 18207.46 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 6688.06 Day 60 363.82 <30 Days IG-2 4.98 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 24848.51 Day 60 3072.81 30-90 Days S-1 665.95 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 25879.21 Day 60 6.04 <30 Days S-2 2862.64 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 55885.12 Day 60 4554.82 Open S-3 9845.42 Yes Liberty Mortgage Services Corp. Risk Management