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 Yes 537.24 83 - 90 Days 56.16 <30 Days S-1 53.33 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 34282.81 83 - 90 Days 1155.77 91-180 Days S-2 1319.67 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 63098.75 83 - 90 Days 7806.18 91-180 Days S-3 4479.88 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 96396.92 83 - 90 Days 2014.39 <30 Days S-4 724.97 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 104764.89 83 - 90 Days 8561.20 <30 Days S-5 8479.64 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 70041.92 83 - 90 Days 1028.08 Open S-6 8532.05 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 70165.41 83 - 90 Days 10125.13 <30 Days S-7 12609.82 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 75492.38 91 - 120 Days 3589.44 91-180 Days A-0-Q 5396.20 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 47405.99 91 - 120 Days 3324.38 91-180 Days A-1-Q 1430.96 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 94227.12 91 - 120 Days 12494.92 30-90 Days A-2-Q 18359.20 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 83478.40 91 - 120 Days 6848.10 Open A-3-Q 503.72 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 66721.80 91 - 120 Days 3957.52 Open A-4-Q 2626.19 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 92694.29 91 - 120 Days 8171.90 30-90 Days A-5-Q 8257.72 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 4405.67 91 - 120 Days 581.30 30-90 Days CB-1-Q 133.26 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 100679.45 91 - 120 Days 14507.99 Open CB-2-Q 8404.65 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 43792.20 91 - 120 Days 2099.49 91-180 Days S-1-Q 5672.10 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 6277.23 91 - 120 Days 189.98 30-90 Days S-2-Q 222.43 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 45460.05 91 - 120 Days 419.49 91-180 Days S-3-Q 6261.15 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 60116.63 91 - 120 Days 205.51 91-180 Days S-4-Q 9165.25 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 19394.73 91 - 120 Days 1765.48 <30 Days CB-3-Q 2262.32 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 49085.49 91 - 120 Days 2455.90 Open G-1-Q 2417.64 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 83770.32 91 - 120 Days 11130.62 91-180 Days G-2-Q 3743.57 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 38867.34 91 - 120 Days 871.29 91-180 Days G-3-Q 4515.69 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 82306.95 91 - 120 Days 10176.72 91-180 Days S-5-Q 3966.21 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 75305.14 91 - 120 Days 4319.13 30-90 Days S-6-Q 11666.41 No Finance