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 99925.96 61 - 67 Days 8983.41 30-90 Days L-5 3848.43 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 17748.82 61 - 67 Days 179.59 30-90 Days L-6 1755.92 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 19411.31 61 - 67 Days 1154.60 Open L-7 682.08 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 91029.01 61 - 67 Days 9629.20 91-180 Days L-8 7956.44 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 84878.45 61 - 67 Days 1028.72 91-180 Days L-9 16846.62 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 22188.69 61 - 67 Days 759.06 Open LC-1 1724.56 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 61989.61 61 - 67 Days 8184.50 Open LC-2 11816.71 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 104363.01 61 - 67 Days 11092.94 Open N-1 10783.38 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 86339.15 61 - 67 Days 114.84 <30 Days N-2 10056.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 14067.57 61 - 67 Days 1324.67 <30 Days N-3 1730.91 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 48773.40 61 - 67 Days 4188.63 30-90 Days N-4 4637.12 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 43208.63 61 - 67 Days 5571.67 <30 Days N-5 4438.91 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 28630.01 61 - 67 Days 3952.03 Open N-6 3393.66 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 85323.00 61 - 67 Days 2724.46 30-90 Days N-7 10178.87 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 61323.15 61 - 67 Days 6699.60 30-90 Days P-1 1682.34 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 38146.03 61 - 67 Days 3202.33 30-90 Days P-2 3438.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 21701.38 61 - 67 Days 1791.70 <30 Days S-8 916.72 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 50908.87 61 - 67 Days 3495.43 <30 Days Y-1 7411.79 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 63347.83 61 - 67 Days 3496.91 <30 Days Y-2 11848.69 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 60591.18 61 - 67 Days 7772.15 Open Y-3 8175.74 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 110626.35 61 - 67 Days 13124.30 Open Y-4 20917.65 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 72960.15 61 - 67 Days 9613.06 Open Z-1 9928.17 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 59448.06 61 - 67 Days 608.17 <30 Days A-2 1483.90 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 57026.65 61 - 67 Days 4027.73 Open A-3 8299.90 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 50725.82 61 - 67 Days 1923.84 Open A-4 403.27 Yes Liberty Mortgage Services Corp. Operations