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 56632.91 91 - 120 Days 5599.64 Open L-2 10850.92 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 28673.23 91 - 120 Days 3348.64 30-90 Days L-3 5689.19 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 288.11 91 - 120 Days 20.14 91-180 Days L-4 43.01 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 2686.45 91 - 120 Days 164.67 <30 Days L-5 368.74 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 48649.77 91 - 120 Days 4512.18 <30 Days L-6 5022.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 48698.11 91 - 120 Days 5695.79 30-90 Days L-7 5242.46 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 89339.76 91 - 120 Days 1379.61 30-90 Days L-8 17293.40 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 20041.45 91 - 120 Days 912.62 30-90 Days L-9 2070.86 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 3126.37 91 - 120 Days 54.43 91-180 Days LC-1 407.80 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 9655.48 91 - 120 Days 851.40 30-90 Days LC-2 534.90 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 69015.91 91 - 120 Days 5529.48 Open N-1 11277.58 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 62079.63 91 - 120 Days 3644.77 30-90 Days N-2 5654.48 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 112608.63 91 - 120 Days 2625.34 30-90 Days N-3 19453.73 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 39692.50 91 - 120 Days 4464.77 91-180 Days N-4 3311.95 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 99362.54 91 - 120 Days 2678.94 <30 Days N-5 4257.85 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 107676.54 91 - 120 Days 12567.46 <30 Days N-6 19719.01 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 84358.12 91 - 120 Days 7961.80 30-90 Days N-7 13953.75 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 13890.71 91 - 120 Days 1682.86 <30 Days P-1 2675.31 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 494.75 91 - 120 Days 32.89 <30 Days P-2 39.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 96807.58 91 - 120 Days 3294.87 91-180 Days S-8 14647.57 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 56853.62 91 - 120 Days 4452.22 <30 Days Y-1 6396.16 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 48399.41 91 - 120 Days 5411.08 Open Y-2 489.79 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 110215.76 91 - 120 Days 10631.74 <30 Days Y-3 18816.81 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 65920.77 91 - 120 Days 9198.38 Open Y-4 3783.91 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 94831.39 91 - 120 Days 11641.24 Open Z-1 2620.24 No Operations