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 111839.52 Perpetual 12577.84 <30 Days A-0-Q 1071.63 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 82453.10 Perpetual 8033.69 30-90 Days A-1-Q 4390.14 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 9985.46 Perpetual 284.30 91-180 Days A-2-Q 1331.02 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 17088.01 Perpetual 627.19 Open A-3-Q 2773.50 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 48433.41 Perpetual 6764.19 <30 Days A-4-Q 9008.79 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 18036.01 Perpetual 1375.85 <30 Days A-5-Q 1520.47 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 53147.66 Perpetual 5017.32 <30 Days CB-1-Q 4100.26 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 49910.94 Perpetual 2002.32 Open CB-2-Q 880.98 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 90513.55 Perpetual 9285.35 91-180 Days S-1-Q 13379.72 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 112267.02 Perpetual 8814.87 Open S-2-Q 14508.25 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 66525.83 Perpetual 5313.57 91-180 Days S-3-Q 1169.43 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 112771.18 Perpetual 8108.12 Open S-4-Q 5465.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 93703.61 Perpetual 9576.51 <30 Days CB-3-Q 7168.67 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 17911.87 Perpetual 1257.38 30-90 Days G-1-Q 2463.61 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 68611.68 Perpetual 4994.11 30-90 Days G-2-Q 6492.25 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 11978.59 Perpetual 1518.51 91-180 Days G-3-Q 221.89 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 113408.10 Perpetual 413.44 91-180 Days S-5-Q 19364.85 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 43905.96 Perpetual 705.93 30-90 Days S-6-Q 6941.80 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 34071.36 Perpetual 1895.00 91-180 Days S-7-Q 1393.00 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 113266.68 Perpetual 8398.92 91-180 Days E-1-Q 17263.98 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 36238.57 Perpetual 838.69 Open E-2-Q 4023.33 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 55538.91 Perpetual 818.40 91-180 Days IG-1-Q 792.06 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 85612.48 Perpetual 1413.85 <30 Days IG-2-Q 617.10 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 78213.47 Perpetual 2641.33 91-180 Days C-1 11654.27 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 24425.77 Perpetual 464.00 <30 Days CB-4 1820.25 No Operations