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 43099.48 75 - 82 Days 1942.30 30-90 Days L-5 3043.47 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 111037.10 75 - 82 Days 9931.52 30-90 Days L-6 20542.10 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 83476.66 75 - 82 Days 10573.04 30-90 Days L-7 1040.08 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 30243.80 75 - 82 Days 1399.49 91-180 Days L-8 5968.47 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 59071.33 75 - 82 Days 3722.00 30-90 Days L-9 4197.25 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 47484.48 75 - 82 Days 4532.50 Open LC-1 6330.12 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 41739.39 75 - 82 Days 5913.85 <30 Days LC-2 5055.75 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 81673.74 75 - 82 Days 1727.51 91-180 Days N-1 9649.96 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 67898.09 75 - 82 Days 2566.60 <30 Days N-2 8517.65 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 90157.59 75 - 82 Days 6983.10 <30 Days N-3 4807.10 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 22641.96 75 - 82 Days 1417.59 Open N-4 496.25 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 10417.92 75 - 82 Days 1091.12 Open N-5 577.55 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 83088.51 75 - 82 Days 1802.64 Open N-6 3570.77 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 111701.98 75 - 82 Days 7055.18 <30 Days N-7 14459.36 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 85670.98 75 - 82 Days 6231.16 91-180 Days P-1 9587.03 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 15724.21 75 - 82 Days 1055.57 30-90 Days P-2 911.68 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 21102.45 75 - 82 Days 2417.23 91-180 Days S-8 1219.57 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 58891.57 75 - 82 Days 7307.40 <30 Days Y-1 6836.73 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 84718.33 75 - 82 Days 12319.55 Open Y-2 11726.30 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 21016.13 75 - 82 Days 650.68 <30 Days Y-3 2393.61 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 60412.76 75 - 82 Days 4950.57 91-180 Days Y-4 1992.90 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 40587.63 75 - 82 Days 1404.36 30-90 Days Z-1 6999.61 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 20622.03 75 - 82 Days 1547.23 30-90 Days A-2 2546.22 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 78854.93 75 - 82 Days 11099.01 <30 Days A-3 10083.63 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 111178.09 75 - 82 Days 2537.63 30-90 Days A-4 15905.61 Yes Liberty Wealth Management LLC Risk Management