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 95833.11 68 - 74 Days 6198.18 30-90 Days IG-4 16078.17 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 22798.30 68 - 74 Days 1183.12 Open IG-5 4333.84 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 104531.88 68 - 74 Days 3797.93 <30 Days IG-6 20288.88 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 100570.34 68 - 74 Days 318.03 <30 Days IG-7 6441.05 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 37490.69 68 - 74 Days 768.65 Open IG-8 7062.42 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 41379.77 68 - 74 Days 1839.18 <30 Days L-1 88.20 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 11768.28 68 - 74 Days 496.71 <30 Days L-10 1786.89 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 18675.63 68 - 74 Days 2768.06 Open L-11 1128.63 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 4635.32 68 - 74 Days 351.03 Open L-2 414.42 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 77871.57 68 - 74 Days 7558.04 <30 Days L-3 395.97 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 8855.97 68 - 74 Days 288.46 30-90 Days L-4 761.80 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 99041.70 68 - 74 Days 4331.11 91-180 Days L-5 7655.88 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 105736.02 68 - 74 Days 13815.95 <30 Days L-6 13542.89 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 45098.49 68 - 74 Days 3108.52 91-180 Days L-7 4513.20 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 3544.03 68 - 74 Days 156.71 30-90 Days L-8 98.07 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 26124.35 68 - 74 Days 2757.40 91-180 Days L-9 3322.40 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 74167.68 68 - 74 Days 5174.07 <30 Days LC-1 13594.30 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 93171.77 68 - 74 Days 3866.57 30-90 Days LC-2 338.59 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 79853.27 68 - 74 Days 472.11 <30 Days N-1 15319.29 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 76163.31 68 - 74 Days 3015.55 91-180 Days N-2 2238.80 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 95403.44 68 - 74 Days 11055.82 <30 Days N-3 967.28 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 84581.15 68 - 74 Days 145.71 91-180 Days N-4 1987.73 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 64183.40 68 - 74 Days 1361.78 <30 Days N-5 9555.46 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 68965.23 68 - 74 Days 9573.03 <30 Days N-6 12918.78 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 59398.86 68 - 74 Days 5699.25 <30 Days N-7 6710.41 Yes Liberty International Finance Ltd. Operations