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 29755.34 >4 Yr <= 5 Yr 1667.10 30-90 Days N-1 1194.14 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 36745.67 >4 Yr <= 5 Yr 197.89 <30 Days N-2 5942.75 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 84300.50 >4 Yr <= 5 Yr 2490.37 30-90 Days N-3 6024.73 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 8332.52 >4 Yr <= 5 Yr 891.11 <30 Days N-4 675.48 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 96662.89 >4 Yr <= 5 Yr 8989.09 91-180 Days N-5 16388.39 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 67086.35 >4 Yr <= 5 Yr 5870.77 Open N-6 10553.03 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 21013.71 >4 Yr <= 5 Yr 1143.26 30-90 Days N-7 2104.55 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 93278.59 >4 Yr <= 5 Yr 8734.21 91-180 Days P-1 12634.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 25212.22 >4 Yr <= 5 Yr 798.87 91-180 Days P-2 891.12 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 87979.79 >4 Yr <= 5 Yr 984.32 Open S-8 2408.91 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 95841.68 >4 Yr <= 5 Yr 7808.99 91-180 Days Y-1 17564.71 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 34908.88 >4 Yr <= 5 Yr 3430.22 30-90 Days Y-2 5318.85 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 58893.48 >4 Yr <= 5 Yr 594.28 30-90 Days Y-3 1463.99 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 113550.83 >4 Yr <= 5 Yr 10029.20 Open Y-4 7629.91 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 103383.13 >4 Yr <= 5 Yr 9574.39 <30 Days Z-1 18616.75 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 65575.68 >4 Yr <= 5 Yr 6368.60 30-90 Days A-2 7080.13 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 32847.18 >4 Yr <= 5 Yr 4583.85 91-180 Days A-3 3135.13 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 33475.83 >4 Yr <= 5 Yr 4167.66 Open A-4 6008.67 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 75912.63 >4 Yr <= 5 Yr 2536.63 30-90 Days A-5 1245.75 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 36674.13 >4 Yr <= 5 Yr 2630.92 <30 Days CB-1 3219.08 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 95296.02 >4 Yr <= 5 Yr 1909.29 <30 Days CB-2 4550.29 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 112382.34 >4 Yr <= 5 Yr 4426.07 Open CB-3 18185.06 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 33233.09 >4 Yr <= 5 Yr 3788.89 <30 Days E-1 606.21 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 76949.31 >4 Yr <= 5 Yr 6366.00 <30 Days E-2 5528.59 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 100622.93 >4 Yr <= 5 Yr 1552.28 30-90 Days G-1 11298.37 No Risk Management