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 2430.77 >= 1 Yr <= 2 Yr 288.78 <30 Days A-4 64.79 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 74153.62 >= 1 Yr <= 2 Yr 8567.70 30-90 Days A-5 5418.61 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 92378.46 >= 1 Yr <= 2 Yr 12293.67 <30 Days CB-1 3027.31 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 57622.26 >= 1 Yr <= 2 Yr 6181.62 30-90 Days CB-2 2160.92 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 102744.43 >= 1 Yr <= 2 Yr 10617.53 Open CB-3 17466.69 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 90263.86 >= 1 Yr <= 2 Yr 1090.63 <30 Days E-1 10721.10 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 98121.11 >= 1 Yr <= 2 Yr 8603.27 <30 Days E-2 11879.89 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 53480.54 >= 1 Yr <= 2 Yr 5510.35 Open G-1 2120.83 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 91486.23 >= 1 Yr <= 2 Yr 3453.37 <30 Days G-2 11682.83 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 2304.20 >= 1 Yr <= 2 Yr 273.53 30-90 Days G-3 225.61 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 39782.39 >= 1 Yr <= 2 Yr 3919.97 Open IG-1 5215.17 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 3129.45 >= 1 Yr <= 2 Yr 331.59 Open IG-2 261.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 45237.96 >= 1 Yr <= 2 Yr 3524.04 91-180 Days S-1 6396.22 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 22650.46 >= 1 Yr <= 2 Yr 3068.24 Open S-2 742.38 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 85960.79 >= 1 Yr <= 2 Yr 3973.61 91-180 Days S-3 8783.53 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 56525.46 >= 1 Yr <= 2 Yr 2748.32 91-180 Days S-4 5083.45 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 14268.44 >= 1 Yr <= 2 Yr 1251.00 30-90 Days S-5 704.65 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 64140.99 >= 1 Yr <= 2 Yr 8042.17 91-180 Days S-6 1761.63 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 56700.85 >= 1 Yr <= 2 Yr 5312.10 30-90 Days S-7 2931.14 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 44012.55 >2 Yr <= 3 Yr 2514.16 91-180 Days A-0-Q 5477.10 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 53908.57 >2 Yr <= 3 Yr 7765.52 <30 Days A-1-Q 4336.28 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 102208.28 >2 Yr <= 3 Yr 4673.65 91-180 Days A-2-Q 14342.48 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 5031.02 >2 Yr <= 3 Yr 242.89 91-180 Days A-3-Q 877.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 83941.99 >2 Yr <= 3 Yr 9687.29 91-180 Days A-4-Q 7536.54 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 11928.45 >2 Yr <= 3 Yr 649.60 30-90 Days A-5-Q 2071.88 Yes Liberty Wealth Management LLC Operations