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 112700.70 >4 Yr <= 5 Yr 1604.45 <30 Days G-2 10459.78 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 63252.66 >4 Yr <= 5 Yr 5006.59 Open G-3 6089.59 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 78831.59 >4 Yr <= 5 Yr 10714.00 91-180 Days IG-1 4849.78 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 91345.21 >4 Yr <= 5 Yr 117.07 30-90 Days IG-2 14109.37 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 32295.31 >4 Yr <= 5 Yr 2685.70 91-180 Days S-1 1881.70 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 39232.45 >4 Yr <= 5 Yr 4308.74 Open S-2 4487.34 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 81780.22 >4 Yr <= 5 Yr 11432.22 Open S-3 8464.14 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 3813.15 >4 Yr <= 5 Yr 273.86 Open S-4 350.17 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 11795.01 >4 Yr <= 5 Yr 626.85 <30 Days S-5 984.74 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 70785.95 >4 Yr <= 5 Yr 3348.39 Open S-6 3269.96 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 50881.42 >4 Yr <= 5 Yr 1144.86 30-90 Days S-7 4556.00 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 85756.69 >5 Yr 4602.48 91-180 Days A-0-Q 2938.18 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 57353.87 >5 Yr 3788.28 Open A-1-Q 4822.10 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 110492.14 >5 Yr 10443.92 30-90 Days A-2-Q 10731.57 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 26297.90 >5 Yr 3672.90 91-180 Days A-3-Q 4746.60 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 109595.65 >5 Yr 13830.72 30-90 Days A-4-Q 8822.23 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 96111.60 >5 Yr 10079.30 30-90 Days A-5-Q 14286.27 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 41715.87 >5 Yr 1410.29 <30 Days CB-1-Q 2344.70 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 3216.52 >5 Yr 326.28 Open CB-2-Q 242.57 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 87609.68 >5 Yr 10787.67 91-180 Days S-1-Q 3517.63 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 12911.48 >5 Yr 736.35 30-90 Days S-2-Q 571.55 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 31522.25 >5 Yr 548.81 30-90 Days S-3-Q 2466.20 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 7337.48 >5 Yr 140.94 <30 Days S-4-Q 799.19 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 3986.55 >5 Yr 125.50 Open CB-3-Q 478.98 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 34328.30 >5 Yr 1494.74 91-180 Days G-1-Q 6717.80 No Finance