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 Yes 36489.23 Day 59 1735.81 Open A-2-Q 6604.45 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 47021.99 Day 59 1886.82 91-180 Days A-3-Q 1069.14 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 35986.26 Day 59 4580.07 Open A-4-Q 2120.52 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 21110.08 Day 59 2852.84 Open A-5-Q 1396.61 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 108105.88 Day 59 4089.67 91-180 Days CB-1-Q 9363.19 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 5709.92 Day 59 52.85 30-90 Days CB-2-Q 278.95 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 37346.69 Day 59 5087.57 <30 Days S-1-Q 222.14 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 56973.06 Day 59 1176.34 <30 Days S-2-Q 2943.79 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 77592.78 Day 59 238.58 91-180 Days S-3-Q 15228.68 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 31861.84 Day 59 3899.72 <30 Days S-4-Q 910.35 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 26816.36 Day 59 3310.02 91-180 Days CB-3-Q 4226.02 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 44196.12 Day 59 4967.86 <30 Days G-1-Q 8134.87 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 90148.05 Day 59 5629.48 30-90 Days G-2-Q 8104.78 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 1072.04 Day 59 90.57 Open G-3-Q 112.48 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 32124.63 Day 59 3631.32 Open S-5-Q 3520.29 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 23652.87 Day 59 2003.21 Open S-6-Q 4383.21 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 62406.35 Day 59 6032.27 91-180 Days S-7-Q 5654.33 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 94532.20 Day 59 13635.93 Open E-1-Q 17745.53 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 111307.07 Day 59 3591.41 Open E-2-Q 1621.11 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 11167.42 Day 59 1043.96 <30 Days IG-1-Q 1691.46 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 90719.10 Day 59 8238.53 Open IG-2-Q 5164.92 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 10276.77 Day 59 227.01 30-90 Days C-1 1626.88 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 51011.30 Day 59 57.37 Open CB-4 8429.01 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 45801.08 Day 59 190.60 <30 Days E-10 5221.71 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 40183.35 Day 59 5842.16 30-90 Days E-3 184.22 No Finance