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 63876.01 68 - 74 Days 2889.47 30-90 Days CB-2-Q 3964.96 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 99452.31 68 - 74 Days 5452.43 Open S-1-Q 3565.27 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 22601.73 68 - 74 Days 2331.36 91-180 Days S-2-Q 2637.32 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 4542.94 68 - 74 Days 137.46 30-90 Days S-3-Q 599.47 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 6689.10 68 - 74 Days 219.04 30-90 Days S-4-Q 347.96 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 60843.82 68 - 74 Days 4011.96 30-90 Days CB-3-Q 3084.17 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 33071.35 68 - 74 Days 4774.12 91-180 Days G-1-Q 1606.39 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 26461.74 68 - 74 Days 2048.11 30-90 Days G-2-Q 365.00 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 61660.31 68 - 74 Days 8450.51 Open G-3-Q 3431.82 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 22180.79 68 - 74 Days 3320.26 <30 Days S-5-Q 4219.85 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 23492.40 68 - 74 Days 3204.32 Open S-6-Q 1447.56 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 87989.08 68 - 74 Days 712.65 Open S-7-Q 9820.02 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 30533.20 68 - 74 Days 4178.86 91-180 Days E-1-Q 5942.28 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 79292.37 68 - 74 Days 2203.14 <30 Days E-2-Q 14910.17 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 60199.38 68 - 74 Days 8652.20 <30 Days IG-1-Q 11568.80 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 23249.72 68 - 74 Days 873.73 30-90 Days IG-2-Q 3146.30 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 57437.17 68 - 74 Days 831.47 30-90 Days C-1 4967.47 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 36822.75 68 - 74 Days 2489.97 91-180 Days CB-4 168.46 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 1370.73 68 - 74 Days 114.25 91-180 Days E-10 101.79 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 83708.61 68 - 74 Days 4488.03 Open E-3 8918.88 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 50131.42 68 - 74 Days 2881.28 91-180 Days E-4 1304.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 45418.97 68 - 74 Days 3752.70 30-90 Days E-5 6296.52 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 88896.53 68 - 74 Days 5773.38 <30 Days E-6 7135.83 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 80478.73 68 - 74 Days 8872.63 <30 Days E-7 10827.64 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 78587.19 68 - 74 Days 1645.59 <30 Days E-8 12863.41 No Risk Management