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 105868.96 >5 Yr 8116.51 <30 Days IG-8 20202.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 57814.16 >5 Yr 2453.82 91-180 Days L-1 1699.96 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 73086.98 >5 Yr 8951.57 30-90 Days L-10 5430.68 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 51102.54 >5 Yr 4913.66 <30 Days L-11 3213.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 25395.73 >5 Yr 3026.68 30-90 Days L-2 3975.70 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 15043.41 >5 Yr 707.21 Open L-3 2256.15 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 96079.90 >5 Yr 3932.56 30-90 Days L-4 17216.74 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 12703.03 >5 Yr 715.25 30-90 Days L-5 631.25 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 67050.79 >5 Yr 4538.85 91-180 Days L-6 13235.60 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 102437.45 >5 Yr 6259.82 30-90 Days L-7 4983.51 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 57794.41 >5 Yr 1157.44 <30 Days L-8 4580.90 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 109740.42 >5 Yr 8632.69 91-180 Days L-9 20627.37 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 65143.80 >5 Yr 2437.34 91-180 Days LC-1 12020.73 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 54973.83 >5 Yr 5399.40 91-180 Days LC-2 8291.98 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 49977.34 >5 Yr 5807.32 30-90 Days N-1 5654.31 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 45727.35 >5 Yr 1214.83 30-90 Days N-2 3020.93 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 68972.37 >5 Yr 8768.82 <30 Days N-3 1115.04 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 43910.43 >5 Yr 1923.39 30-90 Days N-4 7421.21 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 83824.96 >5 Yr 8042.82 Open N-5 5406.76 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 82148.70 >5 Yr 6483.74 <30 Days N-6 14532.24 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 67081.57 >5 Yr 10054.33 <30 Days N-7 9442.57 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 54653.57 >5 Yr 5682.42 30-90 Days P-1 873.93 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 2153.28 >5 Yr 255.63 30-90 Days P-2 169.87 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 91993.34 >5 Yr 3985.82 Open S-8 8740.37 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 110413.77 >5 Yr 183.16 <30 Days Y-1 15620.58 No Finance