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 58043.49 Day 53 1741.57 91-180 Days G-4 7512.70 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 32957.91 Day 53 1346.86 <30 Days IG-3 769.06 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 68725.19 Day 53 9497.12 30-90 Days IG-4 4866.88 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 111995.76 Day 53 1421.40 <30 Days IG-5 5608.91 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 80204.45 Day 53 8983.28 91-180 Days IG-6 12736.03 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 58226.47 Day 53 1764.68 <30 Days IG-7 2487.59 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 3443.08 Day 53 442.72 30-90 Days IG-8 628.09 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 87427.70 Day 53 10044.73 <30 Days L-1 7527.85 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 17219.02 Day 53 828.73 91-180 Days L-10 979.11 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 29348.59 Day 53 1064.91 Open L-11 448.16 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 95608.61 Day 53 897.62 30-90 Days L-2 2836.34 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 107706.09 Day 53 7525.63 30-90 Days L-3 15674.50 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 89361.59 Day 53 10526.76 <30 Days L-4 2657.18 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 102330.72 Day 53 2073.53 30-90 Days L-5 5789.36 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 34844.79 Day 53 501.12 91-180 Days L-6 3651.93 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 97701.23 Day 53 5119.66 30-90 Days L-7 9780.77 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 84663.45 Day 53 2287.98 91-180 Days L-8 4139.52 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 7820.50 Day 53 1044.27 91-180 Days L-9 1015.02 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 51088.87 Day 53 6183.27 30-90 Days LC-1 525.67 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 66594.68 Day 53 4350.66 30-90 Days LC-2 633.75 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 27716.63 Day 53 2152.81 <30 Days N-1 3107.26 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 4623.24 Day 53 225.73 30-90 Days N-2 713.72 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 97288.33 Day 53 6779.65 <30 Days N-3 2181.43 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 96399.61 Day 53 8128.99 <30 Days N-4 10999.54 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 90292.43 Day 53 6047.80 Open N-5 10980.41 Yes Liberty Wealth Management LLC Legal