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 6673.74 91 - 120 Days 940.12 <30 Days S-7-Q 1241.89 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 84300.76 91 - 120 Days 3207.51 Open E-1-Q 2735.87 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 77088.35 91 - 120 Days 3975.58 91-180 Days E-2-Q 2928.79 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 78729.64 91 - 120 Days 2864.92 91-180 Days IG-1-Q 13021.86 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 108803.52 91 - 120 Days 16137.51 30-90 Days IG-2-Q 7444.14 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 4782.54 91 - 120 Days 665.62 91-180 Days C-1 764.21 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 67058.08 91 - 120 Days 1207.97 91-180 Days CB-4 7860.05 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 63193.78 91 - 120 Days 7315.11 <30 Days E-10 7802.97 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 24422.45 91 - 120 Days 2920.33 30-90 Days E-3 158.05 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 107474.07 91 - 120 Days 3028.77 <30 Days E-4 11181.06 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 56597.67 91 - 120 Days 179.66 30-90 Days E-5 928.64 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 67528.55 91 - 120 Days 2267.13 Open E-6 6943.29 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 74979.71 91 - 120 Days 5177.89 Open E-7 36.75 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 52192.09 91 - 120 Days 4355.35 91-180 Days E-8 238.09 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 28173.90 91 - 120 Days 4219.03 <30 Days E-9 4608.56 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 96991.32 91 - 120 Days 1434.84 Open G-4 10798.71 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 64472.83 91 - 120 Days 5861.26 Open IG-3 3982.59 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 46067.64 91 - 120 Days 6236.87 91-180 Days IG-4 740.55 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 86589.47 91 - 120 Days 2526.61 30-90 Days IG-5 3856.23 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 100822.72 91 - 120 Days 9919.29 91-180 Days IG-6 4048.17 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 62275.38 91 - 120 Days 4648.94 91-180 Days IG-7 9010.32 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 28368.87 91 - 120 Days 1339.89 30-90 Days IG-8 3167.47 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 11566.74 91 - 120 Days 308.92 <30 Days L-1 1999.86 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 74297.52 91 - 120 Days 3259.21 30-90 Days L-10 8557.60 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 87451.81 91 - 120 Days 11327.18 30-90 Days L-11 12411.84 No Legal