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 66060.38 61 - 67 Days 6692.56 Open CB-4 1401.94 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 46875.30 61 - 67 Days 702.59 <30 Days E-10 6722.36 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 49910.20 61 - 67 Days 4360.73 Open E-3 6443.41 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 58438.17 61 - 67 Days 8760.42 30-90 Days E-4 4587.20 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 67410.82 61 - 67 Days 6390.80 91-180 Days E-5 12554.42 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 57167.88 61 - 67 Days 197.09 30-90 Days E-6 9753.63 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 102463.94 61 - 67 Days 1006.79 <30 Days E-7 660.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 57839.64 61 - 67 Days 1038.71 30-90 Days E-8 8063.54 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 18904.74 61 - 67 Days 2212.40 <30 Days E-9 3310.29 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 78855.08 61 - 67 Days 1208.34 91-180 Days G-4 11637.92 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 45581.12 61 - 67 Days 6075.69 <30 Days IG-3 8152.14 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 25467.10 61 - 67 Days 2775.14 91-180 Days IG-4 116.77 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 56983.30 61 - 67 Days 6255.73 91-180 Days IG-5 10085.75 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 94088.12 61 - 67 Days 10806.70 30-90 Days IG-6 419.46 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 44821.13 61 - 67 Days 5381.71 <30 Days IG-7 7501.51 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 108913.31 61 - 67 Days 3203.91 <30 Days IG-8 1075.79 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 18566.93 61 - 67 Days 1431.42 <30 Days L-1 2419.71 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 39969.04 61 - 67 Days 4386.20 Open L-10 7764.85 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 83180.96 61 - 67 Days 11609.27 91-180 Days L-11 1750.15 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 108233.59 61 - 67 Days 14999.40 91-180 Days L-2 7562.37 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 57410.67 61 - 67 Days 3510.87 Open L-3 4167.52 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 25041.45 61 - 67 Days 1286.73 Open L-4 3257.83 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 58552.99 61 - 67 Days 368.18 30-90 Days L-5 5353.29 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 87063.59 61 - 67 Days 9984.41 <30 Days L-6 15614.78 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 94084.45 61 - 67 Days 11259.58 Open L-7 495.27 Yes Liberty Capital Markets Inc. Risk Management