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 39495.05 68 - 74 Days 4989.24 30-90 Days P-1 4194.32 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 99125.48 68 - 74 Days 3975.15 91-180 Days P-2 17732.78 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 39837.64 68 - 74 Days 869.03 Open S-8 2909.51 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 95623.21 68 - 74 Days 3779.08 30-90 Days Y-1 14349.32 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 44585.27 68 - 74 Days 3163.91 <30 Days Y-2 2681.23 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 69.05 68 - 74 Days 5.74 91-180 Days Y-3 8.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 57472.76 68 - 74 Days 4983.16 30-90 Days Y-4 3757.00 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 86832.23 68 - 74 Days 9164.12 91-180 Days Z-1 2368.49 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 60851.75 68 - 74 Days 5855.03 Open A-2 7373.52 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 43874.50 68 - 74 Days 3055.44 30-90 Days A-3 8155.47 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 66504.46 68 - 74 Days 4004.25 91-180 Days A-4 8111.67 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 96234.90 68 - 74 Days 6964.88 30-90 Days A-5 17188.03 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 61052.70 68 - 74 Days 4722.70 30-90 Days CB-1 6913.73 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 27157.16 68 - 74 Days 193.07 Open CB-2 1212.33 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 4438.89 68 - 74 Days 101.06 30-90 Days CB-3 198.13 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 23525.70 68 - 74 Days 2384.11 91-180 Days E-1 4616.53 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 78782.16 68 - 74 Days 9248.87 Open E-2 15323.72 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 44544.81 68 - 74 Days 1109.17 30-90 Days G-1 7606.42 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 44478.26 68 - 74 Days 6134.98 <30 Days G-2 3288.15 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 56162.30 68 - 74 Days 6669.16 91-180 Days G-3 5837.64 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 54505.91 68 - 74 Days 7957.72 30-90 Days IG-1 4343.46 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 33517.62 68 - 74 Days 3328.81 <30 Days IG-2 2583.48 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 84580.04 68 - 74 Days 8250.80 Open S-1 6607.00 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 59066.04 68 - 74 Days 2351.10 Open S-2 10072.02 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 24638.21 68 - 74 Days 2042.03 Open S-3 2330.93 No Operations