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 7899.37 121 - 150 Days 681.66 30-90 Days E-3 393.00 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 17403.84 121 - 150 Days 1828.65 Open E-4 2791.86 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 18258.98 121 - 150 Days 796.40 Open E-5 1744.19 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 75850.39 121 - 150 Days 1683.76 Open E-6 14463.58 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 113235.66 121 - 150 Days 9459.01 30-90 Days E-7 1346.26 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 92530.63 121 - 150 Days 2357.42 <30 Days E-8 1763.37 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 76539.55 121 - 150 Days 8348.08 30-90 Days E-9 6824.14 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 2726.89 121 - 150 Days 106.07 91-180 Days G-4 336.84 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 62368.79 121 - 150 Days 3400.40 30-90 Days IG-3 4723.90 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 87114.70 121 - 150 Days 12801.15 30-90 Days IG-4 8936.54 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 44015.45 121 - 150 Days 5358.35 30-90 Days IG-5 2044.16 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 41559.62 121 - 150 Days 5721.83 Open IG-6 6314.95 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 105678.33 121 - 150 Days 11415.42 91-180 Days IG-7 12513.49 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 36098.14 121 - 150 Days 1238.92 <30 Days IG-8 112.87 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 91948.70 121 - 150 Days 5379.86 <30 Days L-1 13271.66 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 76182.90 121 - 150 Days 8270.66 30-90 Days L-10 9506.97 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 85396.85 121 - 150 Days 2196.86 91-180 Days L-11 15279.61 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 82617.15 121 - 150 Days 12106.95 91-180 Days L-2 15463.08 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 41428.56 121 - 150 Days 6078.66 <30 Days L-3 641.50 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 6496.65 121 - 150 Days 659.76 <30 Days L-4 624.38 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 24975.54 121 - 150 Days 1877.91 91-180 Days L-5 472.22 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 112009.58 121 - 150 Days 4722.99 30-90 Days L-6 20592.19 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 108258.85 121 - 150 Days 13315.40 <30 Days L-7 16771.08 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 37245.39 121 - 150 Days 4869.22 91-180 Days L-8 645.61 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 96848.54 121 - 150 Days 11464.65 Open L-9 1909.03 Yes Liberty Mortgage Services Corp. Operations