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 64806.04 91 - 120 Days 1576.54 91-180 Days G-3-Q 11975.88 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 27614.27 91 - 120 Days 2753.86 Open S-5-Q 2809.44 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 2824.39 91 - 120 Days 413.17 <30 Days S-6-Q 178.48 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 76860.97 91 - 120 Days 3478.76 <30 Days S-7-Q 12834.98 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 13530.40 91 - 120 Days 122.26 30-90 Days E-1-Q 2317.67 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 54237.18 91 - 120 Days 6595.62 <30 Days E-2-Q 907.80 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 101594.26 91 - 120 Days 13648.02 Open IG-1-Q 17539.41 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 52860.16 91 - 120 Days 3968.47 30-90 Days IG-2-Q 6600.23 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 40472.62 91 - 120 Days 1413.30 Open C-1 4903.51 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 18443.00 91 - 120 Days 671.82 <30 Days CB-4 2839.38 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 100071.37 91 - 120 Days 7174.30 91-180 Days E-10 17772.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 34898.00 91 - 120 Days 1315.14 91-180 Days E-3 3478.71 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 66789.79 91 - 120 Days 5432.05 30-90 Days E-4 4168.92 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 3092.73 91 - 120 Days 325.81 <30 Days E-5 553.58 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 26243.54 91 - 120 Days 2560.48 <30 Days E-6 3171.32 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 18960.56 91 - 120 Days 1566.78 Open E-7 3649.76 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 44082.57 91 - 120 Days 1387.37 <30 Days E-8 7510.85 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 27458.97 91 - 120 Days 915.21 30-90 Days E-9 3110.27 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 96094.05 91 - 120 Days 9644.66 Open G-4 2629.18 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 24605.99 91 - 120 Days 2753.72 91-180 Days IG-3 90.68 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 79381.19 91 - 120 Days 274.58 30-90 Days IG-4 4947.38 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 10506.09 91 - 120 Days 787.05 <30 Days IG-5 1459.76 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 66928.73 91 - 120 Days 9038.80 Open IG-6 5355.20 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 103633.57 91 - 120 Days 5093.97 <30 Days IG-7 13889.51 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 46277.51 91 - 120 Days 5854.06 91-180 Days IG-8 3470.97 Yes Liberty International Finance Ltd. Legal