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 59740.27 Day 46 6025.75 Open CB-1-Q 6603.40 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 48626.17 Day 46 1936.39 <30 Days CB-2-Q 4591.79 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 29640.81 Day 46 1868.14 <30 Days S-1-Q 4105.17 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 1647.26 Day 46 13.86 Open S-2-Q 16.37 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 4293.98 Day 46 539.40 Open S-3-Q 256.23 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 20897.52 Day 46 531.33 30-90 Days S-4-Q 16.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 53040.37 Day 46 7423.06 30-90 Days CB-3-Q 8780.28 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 29383.50 Day 46 3776.36 Open G-1-Q 2899.86 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 24996.28 Day 46 1648.07 91-180 Days G-2-Q 1059.14 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 105332.06 Day 46 9291.54 91-180 Days G-3-Q 2969.67 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 101312.58 Day 46 14789.48 30-90 Days S-5-Q 17633.73 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 93411.29 Day 46 8868.23 30-90 Days S-6-Q 2990.76 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 95729.48 Day 46 3509.29 Open S-7-Q 19140.30 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 79088.13 Day 46 10899.78 91-180 Days E-1-Q 10496.27 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 89633.41 Day 46 8255.96 30-90 Days E-2-Q 411.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 97811.84 Day 46 13693.67 <30 Days IG-1-Q 10974.04 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 102084.02 Day 46 11319.32 Open IG-2-Q 19836.66 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 83169.91 Day 46 5272.20 <30 Days C-1 5812.50 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 11296.20 Day 46 603.56 Open CB-4 1854.40 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 16606.30 Day 46 2454.99 Open E-10 681.02 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 68667.13 Day 46 4108.98 <30 Days E-3 4922.13 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 27123.23 Day 46 3911.12 91-180 Days E-4 907.95 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 87535.65 Day 46 11137.66 30-90 Days E-5 3454.06 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 7282.66 Day 46 192.67 Open E-6 1236.96 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 15271.77 Day 46 1518.88 91-180 Days E-7 1468.83 Yes Liberty Capital Markets Inc. Risk Management