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 10068.67 Day 42 935.41 Open S-8 1099.71 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 75563.46 Day 42 8595.04 Open Y-1 14107.70 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 395.09 Day 42 26.63 <30 Days Y-2 28.95 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 18852.10 Day 42 748.63 Open Y-3 2985.86 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 71184.51 Day 42 454.36 30-90 Days Y-4 4987.49 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 27938.25 Day 42 237.09 91-180 Days Z-1 1707.31 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 45556.19 Day 42 1864.48 <30 Days A-2 4010.93 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 113600.97 Day 42 2575.44 30-90 Days A-3 9592.62 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 83684.39 Day 42 2187.86 91-180 Days A-4 2950.33 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 15882.88 Day 42 2053.25 <30 Days A-5 3154.19 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 51332.76 Day 42 1344.54 Open CB-1 6534.71 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 32981.37 Day 42 2885.75 <30 Days CB-2 4392.78 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 85987.39 Day 42 6881.95 Open CB-3 1940.41 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 64676.89 Day 42 3723.03 Open E-1 5957.18 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 98598.76 Day 42 4498.71 <30 Days E-2 15975.42 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 7237.24 Day 42 572.88 91-180 Days G-1 633.53 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 16748.40 Day 42 237.08 30-90 Days G-2 2087.67 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 36099.47 Day 42 4494.88 Open G-3 7217.58 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 98358.02 Day 42 8264.83 91-180 Days IG-1 15490.98 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 111215.54 Day 42 8373.96 30-90 Days IG-2 608.72 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 14887.31 Day 42 1922.03 30-90 Days S-1 2854.75 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 6875.87 Day 42 918.37 30-90 Days S-2 861.03 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 62532.97 Day 42 7240.67 <30 Days S-3 914.75 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 71066.06 Day 42 10382.34 91-180 Days S-4 9920.52 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 101923.57 Day 42 9643.09 <30 Days S-5 18888.36 Yes Liberty Wealth Management LLC Finance