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 Sovereign No 111472.30 Day 51 14633.64 Open G-2-Q 18022.01 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 22038.75 Day 51 2470.25 91-180 Days G-3-Q 1438.84 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 85737.11 Day 51 4210.21 <30 Days S-5-Q 9232.74 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 34628.12 Day 51 4876.38 <30 Days S-6-Q 6811.91 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 1811.66 Day 51 139.28 30-90 Days S-7-Q 90.70 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 3741.84 Day 51 208.55 Open E-1-Q 93.01 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 25996.61 Day 51 1909.42 <30 Days E-2-Q 3292.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 89357.25 Day 51 3661.89 Open IG-1-Q 14791.64 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 32533.75 Day 51 2124.56 91-180 Days IG-2-Q 5730.17 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 20000.34 Day 51 2252.04 91-180 Days C-1 1059.26 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 26790.31 Day 51 1552.10 30-90 Days CB-4 744.86 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 87986.98 Day 51 2712.13 <30 Days E-10 758.52 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 48287.11 Day 51 1613.68 30-90 Days E-3 9604.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 18942.95 Day 51 2505.03 91-180 Days E-4 872.13 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 103437.36 Day 51 1758.73 30-90 Days E-5 4170.62 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 75654.58 Day 51 174.69 30-90 Days E-6 8388.90 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 96579.69 Day 51 501.55 91-180 Days E-7 11210.44 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 105289.98 Day 51 15784.69 91-180 Days E-8 17194.53 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 109118.06 Day 51 16051.57 <30 Days E-9 3976.64 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 10803.06 Day 51 139.31 91-180 Days G-4 1869.17 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 80838.12 Day 51 773.91 91-180 Days IG-3 5517.20 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 28230.10 Day 51 1447.67 <30 Days IG-4 1609.66 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 32015.15 Day 51 490.01 30-90 Days IG-5 5051.23 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 75846.15 Day 51 1881.39 Open IG-6 13645.04 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 93831.82 Day 51 8980.86 Open IG-7 11763.74 Yes Liberty Mortgage Services Corp. Treasury