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 43939.49 83 - 90 Days 4378.87 91-180 Days CB-2-Q 2369.63 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 45341.72 83 - 90 Days 3080.93 <30 Days S-1-Q 4593.24 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 13973.33 83 - 90 Days 241.19 <30 Days S-2-Q 2306.34 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 113278.05 83 - 90 Days 7222.65 <30 Days S-3-Q 9301.67 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 37382.39 83 - 90 Days 5605.39 <30 Days S-4-Q 4582.88 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 69405.17 83 - 90 Days 10260.47 91-180 Days CB-3-Q 6273.93 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 89609.84 83 - 90 Days 7266.25 30-90 Days G-1-Q 12473.11 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 109230.98 83 - 90 Days 3816.94 <30 Days G-2-Q 3645.96 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 67705.61 83 - 90 Days 1372.04 Open G-3-Q 8145.33 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 34317.01 83 - 90 Days 4321.44 30-90 Days S-5-Q 3536.71 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 76436.12 83 - 90 Days 7608.90 <30 Days S-6-Q 3608.76 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 11995.25 83 - 90 Days 634.32 91-180 Days S-7-Q 1371.39 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 12530.77 83 - 90 Days 769.67 Open E-1-Q 2231.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 63395.42 83 - 90 Days 6977.46 91-180 Days E-2-Q 3736.88 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 50374.75 83 - 90 Days 5965.46 <30 Days IG-1-Q 3219.62 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 21243.34 83 - 90 Days 2137.23 Open IG-2-Q 2756.34 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 81449.59 83 - 90 Days 1224.30 <30 Days C-1 5796.22 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 40580.52 83 - 90 Days 729.34 Open CB-4 7961.63 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 103704.83 83 - 90 Days 10472.10 Open E-10 14209.94 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 109912.74 83 - 90 Days 12397.71 91-180 Days E-3 7765.27 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 80131.02 83 - 90 Days 3796.29 91-180 Days E-4 10424.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 73944.35 83 - 90 Days 4406.47 <30 Days E-5 7753.06 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 70131.82 83 - 90 Days 4643.15 30-90 Days E-6 926.72 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 56499.21 83 - 90 Days 2743.14 91-180 Days E-7 10012.91 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 95755.89 83 - 90 Days 1732.26 30-90 Days E-8 11579.66 Yes Liberty Wealth Management LLC Treasury