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 No 31420.67 >2 Yr <= 3 Yr 2461.04 <30 Days E-8 4094.79 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 77628.80 >2 Yr <= 3 Yr 7775.29 Open E-9 14922.50 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 42235.25 >2 Yr <= 3 Yr 3335.06 <30 Days G-4 3261.24 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 21498.02 >2 Yr <= 3 Yr 1477.67 30-90 Days IG-3 1207.74 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 59575.73 >2 Yr <= 3 Yr 1265.29 91-180 Days IG-4 4061.24 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 77530.23 >2 Yr <= 3 Yr 4411.62 <30 Days IG-5 8055.79 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 107294.58 >2 Yr <= 3 Yr 14116.39 30-90 Days IG-6 10725.10 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 99015.22 >2 Yr <= 3 Yr 1503.46 <30 Days IG-7 2272.83 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 51795.44 >2 Yr <= 3 Yr 5580.44 30-90 Days IG-8 5821.16 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 6715.95 >2 Yr <= 3 Yr 278.45 Open L-1 461.14 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 53554.61 >2 Yr <= 3 Yr 7209.25 30-90 Days L-10 7376.08 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 23725.59 >2 Yr <= 3 Yr 2720.60 91-180 Days L-11 4067.49 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 92915.08 >2 Yr <= 3 Yr 11194.49 <30 Days L-2 7148.03 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 71070.07 >2 Yr <= 3 Yr 8764.79 30-90 Days L-3 13121.04 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 49633.88 >2 Yr <= 3 Yr 208.43 <30 Days L-4 3728.12 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 55680.28 >2 Yr <= 3 Yr 166.47 30-90 Days L-5 1585.26 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 4508.15 >2 Yr <= 3 Yr 326.33 Open L-6 816.78 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 64166.42 >2 Yr <= 3 Yr 3001.26 Open L-7 994.47 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 27470.29 >2 Yr <= 3 Yr 2394.17 91-180 Days L-8 1377.86 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 41532.66 >2 Yr <= 3 Yr 117.79 91-180 Days L-9 5005.63 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 1174.28 >2 Yr <= 3 Yr 12.84 30-90 Days LC-1 141.64 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 56285.49 >2 Yr <= 3 Yr 955.48 30-90 Days LC-2 7128.68 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 3303.00 >2 Yr <= 3 Yr 269.71 91-180 Days N-1 569.28 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 62986.05 >2 Yr <= 3 Yr 2798.39 30-90 Days N-2 10899.48 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 101417.70 >2 Yr <= 3 Yr 8517.50 <30 Days N-3 14955.79 No Finance