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 59103.65 91 - 120 Days 8360.00 <30 Days Y-3 2808.09 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 71231.50 91 - 120 Days 10001.93 <30 Days Y-4 13431.10 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 58989.06 91 - 120 Days 4254.60 <30 Days Z-1 5930.04 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 109633.67 91 - 120 Days 1873.87 <30 Days A-2 20753.59 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 54898.40 91 - 120 Days 5836.46 <30 Days A-3 7717.68 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 70858.31 91 - 120 Days 3582.59 Open A-4 2833.48 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 52170.30 91 - 120 Days 5851.82 Open A-5 1847.41 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 35126.47 91 - 120 Days 4284.56 Open CB-1 2844.59 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 57250.93 91 - 120 Days 1518.38 <30 Days CB-2 3393.04 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 17908.87 91 - 120 Days 835.96 30-90 Days CB-3 2698.09 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 65661.18 91 - 120 Days 7178.80 91-180 Days E-1 4582.22 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 39504.23 91 - 120 Days 376.83 91-180 Days E-2 7456.72 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 39480.65 91 - 120 Days 2838.67 Open G-1 6979.09 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 51581.63 91 - 120 Days 3087.32 30-90 Days G-2 4308.11 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 31901.56 91 - 120 Days 1941.42 Open G-3 6371.73 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 2462.56 91 - 120 Days 71.77 91-180 Days IG-1 420.02 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 107148.15 91 - 120 Days 15506.99 91-180 Days IG-2 1652.59 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 91859.60 91 - 120 Days 5695.13 30-90 Days S-1 5231.85 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 94876.75 91 - 120 Days 11223.33 91-180 Days S-2 8570.74 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 90368.03 91 - 120 Days 11719.71 <30 Days S-3 3300.84 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 84156.65 91 - 120 Days 872.77 91-180 Days S-4 10844.43 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 88399.76 91 - 120 Days 11741.13 91-180 Days S-5 5763.05 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 31583.42 91 - 120 Days 2879.77 <30 Days S-6 5202.75 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 2562.92 91 - 120 Days 320.28 30-90 Days S-7 218.66 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 63509.69 121 - 150 Days 8643.13 30-90 Days A-0-Q 8276.76 Yes Liberty Capital Markets Inc. Treasury