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 83230.55 68 - 74 Days 11379.01 Open S-3-Q 16630.76 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 107674.58 68 - 74 Days 12385.95 <30 Days S-4-Q 3655.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 22531.17 68 - 74 Days 2601.88 Open CB-3-Q 3248.32 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 16503.57 68 - 74 Days 1276.18 Open G-1-Q 1249.80 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 98026.18 68 - 74 Days 2060.18 Open G-2-Q 14605.11 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 107007.11 68 - 74 Days 6879.79 91-180 Days G-3-Q 4335.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 84232.17 68 - 74 Days 937.03 <30 Days S-5-Q 11985.24 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 78962.03 68 - 74 Days 11117.00 <30 Days S-6-Q 14410.22 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 26346.06 68 - 74 Days 3206.40 30-90 Days S-7-Q 4049.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 102935.84 68 - 74 Days 11542.02 <30 Days E-1-Q 12780.33 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 104059.20 68 - 74 Days 13188.00 <30 Days E-2-Q 2935.94 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 35824.75 68 - 74 Days 3781.43 <30 Days IG-1-Q 6872.38 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 53767.64 68 - 74 Days 4221.33 91-180 Days IG-2-Q 10476.58 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 113463.48 68 - 74 Days 7974.92 <30 Days C-1 11033.27 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 99063.23 68 - 74 Days 11944.48 Open CB-4 19107.15 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 68703.75 68 - 74 Days 9178.92 Open E-10 12615.87 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 100893.07 68 - 74 Days 5525.22 91-180 Days E-3 7630.59 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 84336.10 68 - 74 Days 7157.18 <30 Days E-4 344.69 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 67945.05 68 - 74 Days 6508.10 Open E-5 7932.33 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 37718.96 68 - 74 Days 1887.72 <30 Days E-6 174.63 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 106459.34 68 - 74 Days 5858.27 30-90 Days E-7 3771.24 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 28546.55 68 - 74 Days 1991.18 91-180 Days E-8 2353.60 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 34570.24 68 - 74 Days 1116.23 30-90 Days E-9 5530.26 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 70210.98 68 - 74 Days 8258.89 Open G-4 2430.65 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 19529.59 68 - 74 Days 2325.03 <30 Days IG-3 3597.18 No Finance