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 22240.37 Day 53 3089.71 30-90 Days S-1-Q 3269.48 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 45041.69 Day 53 1737.99 Open S-2-Q 4692.54 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 105915.86 Day 53 4218.75 <30 Days S-3-Q 20013.68 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 83876.12 Day 53 2222.38 30-90 Days S-4-Q 11222.47 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 79199.92 Day 53 6939.88 30-90 Days CB-3-Q 12875.01 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 51488.02 Day 53 2328.49 30-90 Days G-1-Q 1608.69 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 31463.90 Day 53 2228.23 91-180 Days G-2-Q 3777.15 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 33616.41 Day 53 917.63 Open G-3-Q 5089.47 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 43914.46 Day 53 3812.65 <30 Days S-5-Q 2449.99 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 25634.56 Day 53 3508.48 91-180 Days S-6-Q 2923.36 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 5879.90 Day 53 707.35 <30 Days S-7-Q 314.58 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 50137.83 Day 53 585.55 30-90 Days E-1-Q 4860.13 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 112231.17 Day 53 3124.22 Open E-2-Q 16485.26 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 70900.89 Day 53 6677.56 <30 Days IG-1-Q 10029.66 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 68087.34 Day 53 9270.58 30-90 Days IG-2-Q 9407.06 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 13803.74 Day 53 1886.61 91-180 Days C-1 1170.50 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 20880.73 Day 53 944.96 30-90 Days CB-4 503.73 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 4647.74 Day 53 230.75 30-90 Days E-10 405.63 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 40716.40 Day 53 5854.84 Open E-3 6978.72 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 8214.82 Day 53 895.52 30-90 Days E-4 1534.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 39189.27 Day 53 1474.18 30-90 Days E-5 4845.64 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 40758.02 Day 53 2034.61 <30 Days E-6 4238.15 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 103372.16 Day 53 15168.16 <30 Days E-7 15427.73 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 101377.07 Day 53 7314.16 Open E-8 2376.91 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 98303.77 Day 53 610.53 30-90 Days E-9 2366.04 Yes Liberty International Finance Ltd. Treasury