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 89116.64 61 - 67 Days 9607.39 <30 Days L-8 4760.44 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 83621.38 61 - 67 Days 284.06 Open L-9 1686.65 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 22453.35 61 - 67 Days 2638.85 91-180 Days LC-1 3295.01 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 41418.76 61 - 67 Days 4103.85 30-90 Days LC-2 5002.85 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 15680.75 61 - 67 Days 940.58 91-180 Days N-1 2281.08 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 96102.04 61 - 67 Days 5067.14 <30 Days N-2 8955.07 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 11439.76 61 - 67 Days 1490.60 <30 Days N-3 1.51 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 102693.79 61 - 67 Days 12326.22 91-180 Days N-4 330.71 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 88262.84 61 - 67 Days 841.58 91-180 Days N-5 9389.16 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 97511.56 61 - 67 Days 11116.10 30-90 Days N-6 6268.16 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 89266.12 61 - 67 Days 6933.50 91-180 Days N-7 5711.88 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 23131.90 61 - 67 Days 662.18 91-180 Days P-1 1964.32 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 78744.36 61 - 67 Days 3402.92 91-180 Days P-2 14378.64 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 19615.83 61 - 67 Days 2169.61 91-180 Days S-8 1577.82 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 19692.93 61 - 67 Days 519.13 30-90 Days Y-1 2886.30 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 53910.99 61 - 67 Days 3519.09 <30 Days Y-2 379.21 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 54554.15 61 - 67 Days 2292.90 30-90 Days Y-3 3146.60 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 87507.61 61 - 67 Days 3846.83 91-180 Days Y-4 1244.32 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 76630.74 61 - 67 Days 1528.80 30-90 Days Z-1 9306.06 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 68452.88 61 - 67 Days 2762.29 91-180 Days A-2 11461.61 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 9765.44 61 - 67 Days 1373.39 30-90 Days A-3 574.92 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 4511.40 61 - 67 Days 326.90 91-180 Days A-4 84.36 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 4881.31 61 - 67 Days 704.49 91-180 Days A-5 402.16 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 93320.77 61 - 67 Days 8312.09 91-180 Days CB-1 2659.91 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 113318.17 61 - 67 Days 14525.62 <30 Days CB-2 22249.80 No Legal