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 81661.80 Day 57 10494.08 91-180 Days IG-1 15499.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 90598.45 Day 57 10314.57 Open IG-2 8873.46 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 61125.97 Day 57 26.39 Open S-1 8274.28 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 87999.20 Day 57 8904.92 91-180 Days S-2 3168.30 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 61712.53 Day 57 2353.65 <30 Days S-3 3012.22 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 16932.38 Day 57 1754.96 Open S-4 1586.09 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 102787.58 Day 57 10646.90 91-180 Days S-5 3071.95 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 81259.23 Day 57 6869.16 30-90 Days S-6 10673.52 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 40865.48 Day 57 5033.94 30-90 Days S-7 1726.13 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 56276.29 Day 58 8073.72 Open A-0-Q 11185.70 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 5674.54 Day 58 75.51 Open A-1-Q 704.80 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 2682.43 Day 58 114.07 Open A-2-Q 410.76 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 33516.48 Day 58 169.80 Open A-3-Q 1019.70 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 21487.00 Day 58 301.96 30-90 Days A-4-Q 468.67 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 49972.49 Day 58 3786.51 <30 Days A-5-Q 7346.41 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 85372.06 Day 58 10534.37 Open CB-1-Q 6377.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 67868.94 Day 58 350.65 91-180 Days CB-2-Q 10367.14 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 60558.79 Day 58 2147.38 Open S-1-Q 5964.79 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 22919.20 Day 58 894.35 Open S-2-Q 74.61 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 12029.59 Day 58 147.30 <30 Days S-3-Q 2007.22 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 9415.57 Day 58 48.16 <30 Days S-4-Q 1609.25 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 83449.40 Day 58 2764.55 <30 Days CB-3-Q 5316.19 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 84882.25 Day 58 4422.87 Open G-1-Q 14838.88 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 84214.33 Day 58 6237.81 30-90 Days G-2-Q 2251.70 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 14707.05 Day 58 1482.10 91-180 Days G-3-Q 2789.07 No Operations