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 36743.04 83 - 90 Days 2469.69 Open E-9 5755.51 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 28674.06 83 - 90 Days 2441.45 30-90 Days G-4 296.44 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 1377.37 83 - 90 Days 133.83 91-180 Days IG-3 97.92 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 33337.19 83 - 90 Days 4644.49 91-180 Days IG-4 4638.70 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 35960.35 83 - 90 Days 1970.78 30-90 Days IG-5 5176.70 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 65870.76 83 - 90 Days 6164.20 Open IG-6 2656.38 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 47725.72 83 - 90 Days 1141.91 Open IG-7 826.71 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 100332.40 83 - 90 Days 7080.54 30-90 Days IG-8 13164.93 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 23011.26 83 - 90 Days 2080.45 30-90 Days L-1 2063.35 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 70691.16 83 - 90 Days 1871.71 Open L-10 6365.46 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 63389.30 83 - 90 Days 6257.09 <30 Days L-11 9837.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 38746.55 83 - 90 Days 5166.97 30-90 Days L-2 2208.15 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 2093.14 83 - 90 Days 275.46 Open L-3 241.74 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 10455.60 83 - 90 Days 735.93 91-180 Days L-4 1335.47 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 23940.39 83 - 90 Days 3118.39 <30 Days L-5 2916.24 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 60863.53 83 - 90 Days 6748.75 30-90 Days L-6 4190.59 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 95936.74 83 - 90 Days 8333.86 30-90 Days L-7 17261.67 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 59913.90 83 - 90 Days 2040.74 <30 Days L-8 3532.16 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 79417.28 83 - 90 Days 8474.13 <30 Days L-9 2272.85 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 78120.46 83 - 90 Days 2620.28 Open LC-1 11140.57 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 75597.79 83 - 90 Days 3564.67 Open LC-2 8604.42 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 31468.29 83 - 90 Days 3802.17 30-90 Days N-1 4778.45 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 70235.93 83 - 90 Days 6266.59 <30 Days N-2 8184.09 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 5424.90 83 - 90 Days 113.30 30-90 Days N-3 894.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 111405.73 83 - 90 Days 4638.60 Open N-4 5105.53 No Treasury