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 28667.31 83 - 90 Days 1420.64 <30 Days N-2 3982.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 16166.10 83 - 90 Days 807.02 91-180 Days N-3 2773.16 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 2830.95 83 - 90 Days 144.12 30-90 Days N-4 544.04 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 55161.77 83 - 90 Days 7658.18 91-180 Days N-5 54.73 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 91507.81 83 - 90 Days 10484.56 <30 Days N-6 11591.89 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 43330.53 83 - 90 Days 3646.00 <30 Days N-7 6591.62 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 58714.90 83 - 90 Days 5593.09 91-180 Days P-1 10835.82 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 80204.73 83 - 90 Days 6998.63 <30 Days P-2 10672.53 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 48273.58 83 - 90 Days 271.98 91-180 Days S-8 6856.44 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 66819.92 83 - 90 Days 5601.62 Open Y-1 6257.84 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 81699.49 83 - 90 Days 11557.01 <30 Days Y-2 14071.77 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 5608.09 83 - 90 Days 107.91 30-90 Days Y-3 647.23 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 76872.80 83 - 90 Days 4195.24 30-90 Days Y-4 14334.34 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 89003.51 83 - 90 Days 6133.41 <30 Days Z-1 7038.44 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 80790.04 83 - 90 Days 2451.25 Open A-2 9986.03 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 28730.55 83 - 90 Days 3673.68 30-90 Days A-3 300.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 55003.99 83 - 90 Days 3646.97 91-180 Days A-4 4666.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 100275.52 83 - 90 Days 2289.68 30-90 Days A-5 4912.59 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 64076.93 83 - 90 Days 1920.71 <30 Days CB-1 1968.28 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 1996.08 83 - 90 Days 19.14 <30 Days CB-2 312.35 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 9710.35 83 - 90 Days 912.88 <30 Days CB-3 62.58 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 7448.97 83 - 90 Days 908.85 <30 Days E-1 881.92 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 18765.17 83 - 90 Days 1603.54 Open E-2 3244.89 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 50486.73 83 - 90 Days 5024.07 Open G-1 2746.67 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 27292.32 83 - 90 Days 3868.65 30-90 Days G-2 4132.41 Yes Liberty Mortgage Services Corp. Legal