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 113384.13 75 - 82 Days 6887.21 30-90 Days A-5 15363.14 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 17080.15 75 - 82 Days 2392.03 30-90 Days CB-1 1453.31 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 32386.88 75 - 82 Days 3299.11 30-90 Days CB-2 3460.14 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 6812.54 75 - 82 Days 413.81 Open CB-3 10.69 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 10459.24 75 - 82 Days 126.26 30-90 Days E-1 1907.98 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 100829.26 75 - 82 Days 7631.06 30-90 Days E-2 7979.39 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 57573.27 75 - 82 Days 6677.28 30-90 Days G-1 1980.51 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 95677.37 75 - 82 Days 6696.48 Open G-2 3345.78 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 8962.14 75 - 82 Days 1253.29 30-90 Days G-3 350.41 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 36215.96 75 - 82 Days 964.83 30-90 Days IG-1 1481.02 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 91391.11 75 - 82 Days 11361.27 Open IG-2 6011.43 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 38419.43 75 - 82 Days 2565.64 <30 Days S-1 7434.01 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 71281.66 75 - 82 Days 3131.02 <30 Days S-2 8096.89 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 109057.85 75 - 82 Days 3022.17 Open S-3 15927.53 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 69132.47 75 - 82 Days 5408.48 91-180 Days S-4 9320.55 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 93885.41 75 - 82 Days 12731.99 <30 Days S-5 3486.52 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 372.00 75 - 82 Days 31.74 30-90 Days S-6 59.58 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 89244.76 75 - 82 Days 7888.07 30-90 Days S-7 13954.58 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 10621.60 83 - 90 Days 463.80 91-180 Days A-0-Q 1037.48 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 32431.75 83 - 90 Days 1456.21 30-90 Days A-1-Q 1675.34 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 90467.12 83 - 90 Days 8883.97 91-180 Days A-2-Q 798.83 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 11335.49 83 - 90 Days 904.46 <30 Days A-3-Q 1736.28 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 109623.15 83 - 90 Days 4234.62 91-180 Days A-4-Q 13638.92 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 105044.70 83 - 90 Days 14226.63 30-90 Days A-5-Q 1828.56 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 49595.06 83 - 90 Days 6633.39 30-90 Days CB-1-Q 8397.77 Yes Liberty Wealth Management LLC Finance