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 110063.71 75 - 82 Days 11349.63 Open S-7-Q 20860.15 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 58238.37 75 - 82 Days 118.18 91-180 Days E-1-Q 11177.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 22673.60 75 - 82 Days 1741.45 30-90 Days E-2-Q 2121.39 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 81338.23 75 - 82 Days 10356.00 91-180 Days IG-1-Q 8881.61 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 61131.30 75 - 82 Days 4626.34 <30 Days IG-2-Q 1286.34 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 17194.34 75 - 82 Days 2341.20 Open C-1 1033.06 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 73958.73 75 - 82 Days 3204.92 <30 Days CB-4 1465.61 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 103389.34 75 - 82 Days 5700.44 Open E-10 15348.12 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 107661.66 75 - 82 Days 7891.25 <30 Days E-3 9286.33 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 90820.80 75 - 82 Days 12141.62 Open E-4 7488.16 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 79069.77 75 - 82 Days 3183.33 30-90 Days E-5 1960.46 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 59540.11 75 - 82 Days 748.11 Open E-6 5870.20 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 53689.61 75 - 82 Days 6338.18 <30 Days E-7 6027.75 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 83935.97 75 - 82 Days 4090.72 30-90 Days E-8 3043.52 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 68411.84 75 - 82 Days 4500.76 Open E-9 10138.81 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 84125.85 75 - 82 Days 9121.78 30-90 Days G-4 2913.32 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 42846.81 75 - 82 Days 2681.21 30-90 Days IG-3 7141.59 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 83931.04 75 - 82 Days 9670.97 30-90 Days IG-4 10992.93 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 52901.85 75 - 82 Days 4709.40 30-90 Days IG-5 2967.19 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 36408.61 75 - 82 Days 5294.00 <30 Days IG-6 1115.23 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 63162.89 75 - 82 Days 2337.72 Open IG-7 1573.56 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 22814.49 75 - 82 Days 2967.54 <30 Days IG-8 2958.16 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 7828.57 75 - 82 Days 316.38 Open L-1 1236.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 31672.17 75 - 82 Days 2034.70 Open L-10 4981.75 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 12521.09 75 - 82 Days 1159.68 <30 Days L-11 1372.55 Yes Liberty Mortgage Services Corp. Finance