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 23889.93 75 - 82 Days 3068.71 30-90 Days IG-1-Q 4646.52 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 97929.91 75 - 82 Days 3090.20 30-90 Days IG-2-Q 2299.46 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 67600.97 75 - 82 Days 2141.53 <30 Days C-1 8937.15 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 53685.23 75 - 82 Days 4014.67 Open CB-4 2201.98 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 61591.16 75 - 82 Days 8027.28 30-90 Days E-10 5934.16 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 96010.99 75 - 82 Days 12286.10 30-90 Days E-3 5752.75 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 88938.87 75 - 82 Days 10475.50 91-180 Days E-4 12375.97 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 9338.69 75 - 82 Days 1247.63 91-180 Days E-5 353.73 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 43329.63 75 - 82 Days 3979.27 <30 Days E-6 4040.51 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 94176.58 75 - 82 Days 8900.86 30-90 Days E-7 9049.09 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 36400.40 75 - 82 Days 3524.61 Open E-8 2845.08 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 99013.57 75 - 82 Days 4118.04 <30 Days E-9 10094.14 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 91684.83 75 - 82 Days 11359.04 30-90 Days G-4 11959.32 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 45236.37 75 - 82 Days 4602.14 <30 Days IG-3 6869.18 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 4024.83 75 - 82 Days 179.03 91-180 Days IG-4 13.03 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 33372.75 75 - 82 Days 3499.09 91-180 Days IG-5 1488.65 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 105209.16 75 - 82 Days 10944.38 91-180 Days IG-6 17428.63 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 31562.25 75 - 82 Days 3487.85 <30 Days IG-7 6066.27 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 9128.89 75 - 82 Days 819.52 91-180 Days IG-8 503.35 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 37634.81 75 - 82 Days 839.63 91-180 Days L-1 2223.53 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 56758.49 75 - 82 Days 3367.95 30-90 Days L-10 5519.43 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 61634.96 75 - 82 Days 8660.71 <30 Days L-11 4047.76 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 24536.94 75 - 82 Days 508.71 Open L-2 1585.74 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 94679.54 75 - 82 Days 12756.51 91-180 Days L-3 7314.65 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 25879.81 75 - 82 Days 3194.12 <30 Days L-4 3793.04 No Operations