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 62067.24 Day 43 8957.05 30-90 Days C-1 1015.54 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 35619.11 Day 43 3495.78 30-90 Days CB-4 666.72 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 106880.36 Day 43 7854.38 <30 Days E-10 4448.46 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 51991.95 Day 43 6422.33 91-180 Days E-3 8195.75 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 35617.45 Day 43 4857.07 <30 Days E-4 6415.57 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 61160.58 Day 43 1619.79 Open E-5 9439.10 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 57423.93 Day 43 8189.00 Open E-6 8005.05 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 8237.98 Day 43 170.20 91-180 Days E-7 235.01 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 97111.55 Day 43 6680.64 30-90 Days E-8 8435.43 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 91480.84 Day 43 4078.07 91-180 Days E-9 12128.73 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 15296.73 Day 43 653.52 <30 Days G-4 1218.72 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 78434.48 Day 43 8166.27 91-180 Days IG-3 9152.15 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 28182.27 Day 43 672.58 30-90 Days IG-4 4755.97 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 61168.37 Day 43 7540.35 91-180 Days IG-5 3447.75 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 58146.32 Day 43 2205.57 <30 Days IG-6 1346.67 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 28048.62 Day 43 3213.28 91-180 Days IG-7 3476.80 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 68084.66 Day 43 768.14 <30 Days IG-8 13393.57 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 45869.80 Day 43 3537.38 30-90 Days L-1 997.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 91612.40 Day 43 8305.70 <30 Days L-10 8553.07 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 75242.45 Day 43 3946.48 30-90 Days L-11 9617.71 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 24164.40 Day 43 291.34 91-180 Days L-2 3992.71 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 87302.44 Day 43 3368.01 Open L-3 11013.94 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 50299.19 Day 43 687.25 91-180 Days L-4 8921.09 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 18639.27 Day 43 48.65 30-90 Days L-5 1664.49 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 77826.21 Day 43 245.35 Open L-6 1562.84 No Legal