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 57151.39 271 - 364 Days 1227.48 Open N-7 3723.22 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 40412.52 271 - 364 Days 5227.50 Open P-1 1117.54 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 110666.13 271 - 364 Days 8056.30 Open P-2 20627.53 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 44483.32 271 - 364 Days 2750.39 91-180 Days S-8 7475.12 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 98367.54 271 - 364 Days 10362.43 Open Y-1 16798.10 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 45378.56 271 - 364 Days 4812.28 Open Y-2 1462.53 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 51449.70 271 - 364 Days 3495.70 91-180 Days Y-3 515.43 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 17865.25 271 - 364 Days 1721.35 Open Y-4 3150.48 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 83428.56 271 - 364 Days 10043.91 Open Z-1 1894.46 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 40966.01 271 - 364 Days 4101.96 <30 Days A-2 5991.48 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 86380.13 271 - 364 Days 11768.16 <30 Days A-3 1564.64 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 64977.88 271 - 364 Days 5822.38 30-90 Days A-4 8050.52 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 57846.14 271 - 364 Days 308.00 Open A-5 1888.34 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 41077.17 271 - 364 Days 652.19 <30 Days CB-1 7496.32 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 109417.49 271 - 364 Days 53.84 91-180 Days CB-2 10110.55 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 29179.79 271 - 364 Days 4303.79 91-180 Days CB-3 59.53 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 81981.62 271 - 364 Days 229.30 <30 Days E-1 15332.37 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 90465.00 271 - 364 Days 616.32 Open E-2 7229.43 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 60458.24 271 - 364 Days 1409.78 91-180 Days G-1 5486.87 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 104325.82 271 - 364 Days 5229.41 Open G-2 8678.07 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 71923.30 271 - 364 Days 1624.56 91-180 Days G-3 6687.58 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 55373.23 271 - 364 Days 7688.84 <30 Days IG-1 6776.85 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 44932.74 271 - 364 Days 4241.11 <30 Days IG-2 8733.55 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 66481.21 271 - 364 Days 8973.66 Open S-1 3788.68 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 21237.31 271 - 364 Days 1764.42 91-180 Days S-2 2282.63 No Treasury