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 2440.97 68 - 74 Days 111.73 30-90 Days E-9 93.43 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 99897.04 68 - 74 Days 11296.76 <30 Days G-4 8444.14 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 82865.79 68 - 74 Days 1578.32 91-180 Days IG-3 13369.07 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 58402.39 68 - 74 Days 3549.42 <30 Days IG-4 8465.28 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 72255.09 68 - 74 Days 10685.82 91-180 Days IG-5 8304.50 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 16015.89 68 - 74 Days 1025.78 30-90 Days IG-6 1455.67 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 100197.19 68 - 74 Days 10371.77 Open IG-7 9407.81 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 92226.93 68 - 74 Days 7918.05 30-90 Days IG-8 9635.26 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 39176.89 68 - 74 Days 1682.61 Open L-1 1469.44 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 61552.91 68 - 74 Days 7714.16 Open L-10 6706.53 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 38286.18 68 - 74 Days 1215.64 Open L-11 156.38 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 65060.28 68 - 74 Days 4046.42 30-90 Days L-2 10872.49 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 49951.32 68 - 74 Days 4582.50 Open L-3 6836.37 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 109522.51 68 - 74 Days 13261.48 Open L-4 7893.32 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 113166.84 68 - 74 Days 737.47 <30 Days L-5 5087.03 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 10139.09 68 - 74 Days 488.98 Open L-6 447.41 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 29000.94 68 - 74 Days 2342.41 Open L-7 2421.24 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 112361.62 68 - 74 Days 3954.21 30-90 Days L-8 3467.53 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 17208.73 68 - 74 Days 622.17 Open L-9 222.55 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 71329.08 68 - 74 Days 7336.26 <30 Days LC-1 9573.69 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 28148.79 68 - 74 Days 3370.90 30-90 Days LC-2 1611.86 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 58406.25 68 - 74 Days 7479.24 91-180 Days N-1 29.14 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 87800.95 68 - 74 Days 4887.27 91-180 Days N-2 12957.27 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 112355.99 68 - 74 Days 2453.92 <30 Days N-3 12268.70 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 40545.89 68 - 74 Days 17.15 91-180 Days N-4 2227.34 Yes Liberty International Finance Ltd. Operations