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 7163.26 151 - 179 Days 784.36 Open IG-6 1379.80 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 11289.50 151 - 179 Days 330.74 Open IG-7 1255.80 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 23753.14 151 - 179 Days 615.99 30-90 Days IG-8 123.00 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 99720.35 151 - 179 Days 14009.72 <30 Days L-1 6173.49 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 7443.61 151 - 179 Days 461.04 91-180 Days L-10 130.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 3268.35 151 - 179 Days 181.83 30-90 Days L-11 470.86 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 20443.98 151 - 179 Days 2678.87 30-90 Days L-2 77.65 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 79396.06 151 - 179 Days 2523.82 91-180 Days L-3 9210.52 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 28136.89 151 - 179 Days 3600.90 30-90 Days L-4 2683.24 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 73859.47 151 - 179 Days 3785.34 Open L-5 7882.35 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 27502.68 151 - 179 Days 816.56 <30 Days L-6 3428.79 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 61965.19 151 - 179 Days 6732.47 91-180 Days L-7 6392.92 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 9470.87 151 - 179 Days 1038.26 Open L-8 1548.23 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 8630.05 151 - 179 Days 1290.38 30-90 Days L-9 213.41 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 85571.96 151 - 179 Days 9544.37 <30 Days LC-1 8686.26 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 17537.01 151 - 179 Days 776.65 30-90 Days LC-2 1531.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 99208.50 151 - 179 Days 5127.16 30-90 Days N-1 2301.99 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 35930.73 151 - 179 Days 1901.55 30-90 Days N-2 1147.32 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 86241.92 151 - 179 Days 9660.71 30-90 Days N-3 14854.42 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 36255.74 151 - 179 Days 1991.83 Open N-4 2493.87 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 13036.74 151 - 179 Days 1754.90 91-180 Days N-5 963.67 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 78457.35 151 - 179 Days 3284.07 <30 Days N-6 8761.62 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 7417.36 151 - 179 Days 893.69 30-90 Days N-7 823.70 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 2311.44 151 - 179 Days 325.61 30-90 Days P-1 125.15 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 72858.66 151 - 179 Days 6608.80 <30 Days P-2 5657.33 No Treasury