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 22701.40 Day 60 703.67 30-90 Days S-3-Q 1515.79 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 68378.44 Day 60 8023.12 Open S-4-Q 11432.17 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 74913.21 Day 60 4254.83 30-90 Days CB-3-Q 11661.25 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 11373.05 Day 60 721.96 30-90 Days G-1-Q 1424.19 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 1859.06 Day 60 267.28 Open G-2-Q 364.70 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 75212.90 Day 60 7906.50 30-90 Days G-3-Q 7313.12 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 75651.53 Day 60 4358.62 91-180 Days S-5-Q 11010.56 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 13857.14 Day 60 468.51 30-90 Days S-6-Q 1949.40 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 20729.39 Day 60 2451.70 Open S-7-Q 1895.65 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 12552.36 Day 60 1300.80 <30 Days E-1-Q 1521.22 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 61610.44 Day 60 8345.63 30-90 Days E-2-Q 499.62 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 65648.99 Day 60 8913.38 <30 Days IG-1-Q 11883.87 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 107788.05 Day 60 11391.94 Open IG-2-Q 7281.46 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 90537.08 Day 60 2363.66 91-180 Days C-1 17999.36 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 109830.60 Day 60 11456.48 91-180 Days CB-4 10648.29 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 37771.83 Day 60 1148.20 30-90 Days E-10 6370.72 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 11061.79 Day 60 1568.52 <30 Days E-3 1813.27 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 45209.09 Day 60 5711.10 <30 Days E-4 3453.15 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 95927.78 Day 60 11101.06 91-180 Days E-5 11110.17 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 2085.10 Day 60 209.91 30-90 Days E-6 253.73 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 78355.52 Day 60 9971.04 30-90 Days E-7 4965.77 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 100022.34 Day 60 6901.65 <30 Days E-8 578.80 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 90832.46 Day 60 1274.95 91-180 Days E-9 8013.24 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 95775.79 Day 60 7670.15 <30 Days G-4 7262.43 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 67793.59 Day 60 8638.16 30-90 Days IG-3 10168.12 Yes Liberty Mortgage Services Corp. Treasury