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 16045.74 68 - 74 Days 837.22 91-180 Days S-4 337.03 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 47110.98 68 - 74 Days 243.10 30-90 Days S-5 3956.76 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 6042.94 68 - 74 Days 388.31 30-90 Days S-6 132.41 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 10716.67 68 - 74 Days 1503.85 <30 Days S-7 83.04 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 88990.45 75 - 82 Days 9899.57 Open A-0-Q 472.17 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 18340.60 75 - 82 Days 1928.95 30-90 Days A-1-Q 2086.31 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 41588.56 75 - 82 Days 4385.54 <30 Days A-2-Q 7934.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 93880.40 75 - 82 Days 4220.54 Open A-3-Q 2242.74 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 89930.08 75 - 82 Days 4120.25 Open A-4-Q 10285.64 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 101267.64 75 - 82 Days 8663.86 Open A-5-Q 1484.45 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 56020.68 75 - 82 Days 7637.03 <30 Days CB-1-Q 10849.57 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 15076.70 75 - 82 Days 147.01 <30 Days CB-2-Q 355.02 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 47408.40 75 - 82 Days 3496.81 30-90 Days S-1-Q 2209.42 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 70265.21 75 - 82 Days 10072.48 30-90 Days S-2-Q 8150.72 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 24705.48 75 - 82 Days 3377.60 Open S-3-Q 1782.58 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 14325.42 75 - 82 Days 577.45 91-180 Days S-4-Q 1264.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 89667.59 75 - 82 Days 4469.04 30-90 Days CB-3-Q 9643.18 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 102058.73 75 - 82 Days 5781.38 Open G-1-Q 16030.42 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 51446.92 75 - 82 Days 6566.92 Open G-2-Q 6838.92 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 74944.29 75 - 82 Days 457.27 91-180 Days G-3-Q 6323.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 88538.21 75 - 82 Days 1844.64 <30 Days S-5-Q 5059.39 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 85052.73 75 - 82 Days 1577.51 91-180 Days S-6-Q 16439.56 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 47991.47 75 - 82 Days 515.61 91-180 Days S-7-Q 6963.11 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 45365.05 75 - 82 Days 3151.13 <30 Days E-1-Q 481.32 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 24661.63 75 - 82 Days 1428.96 91-180 Days E-2-Q 52.42 Yes Liberty Mortgage Services Corp. Risk Management