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 39285.92 Day 45 2274.77 <30 Days L-4 3648.87 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 39261.13 Day 45 3548.41 91-180 Days L-5 1428.24 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 55035.28 Day 45 2452.32 <30 Days L-6 4972.72 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 23573.81 Day 45 2444.72 <30 Days L-7 1572.35 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 60423.03 Day 45 1162.88 30-90 Days L-8 3280.88 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 101912.53 Day 45 6268.47 91-180 Days L-9 6875.86 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 31196.64 Day 45 3169.11 91-180 Days LC-1 1562.69 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 71745.78 Day 45 10031.71 Open LC-2 8771.11 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 12673.32 Day 45 622.87 <30 Days N-1 1107.59 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 105140.53 Day 45 4574.50 30-90 Days N-2 19178.50 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 40844.07 Day 45 119.89 <30 Days N-3 1640.05 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 62023.14 Day 45 4476.14 91-180 Days N-4 9977.06 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 30097.47 Day 45 3953.68 <30 Days N-5 525.02 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 110613.59 Day 45 9588.73 30-90 Days N-6 19306.72 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 65179.63 Day 45 8937.86 91-180 Days N-7 3065.91 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 74512.67 Day 45 2525.67 30-90 Days P-1 4945.97 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 72269.32 Day 45 6932.91 <30 Days P-2 1194.56 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 109741.10 Day 45 5011.91 30-90 Days S-8 793.01 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 32670.59 Day 45 63.11 30-90 Days Y-1 3780.69 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 78182.62 Day 45 11198.42 Open Y-2 4552.58 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 44023.35 Day 45 2224.99 30-90 Days Y-3 6683.78 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 110700.36 Day 45 9230.94 <30 Days Y-4 8271.52 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 46606.71 Day 45 40.18 30-90 Days Z-1 3037.22 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 64698.62 Day 45 795.18 30-90 Days A-2 12014.31 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 31726.76 Day 45 3071.08 Open A-3 2343.26 Yes Liberty Wealth Management LLC Operations