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 53281.92 91 - 120 Days 94.39 30-90 Days A-2 257.85 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 66820.12 91 - 120 Days 386.67 30-90 Days A-3 6391.35 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 52315.19 91 - 120 Days 6131.52 30-90 Days A-4 7604.07 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 55651.55 91 - 120 Days 7223.31 Open A-5 5758.35 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 62675.79 91 - 120 Days 4531.67 Open CB-1 2106.87 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 65898.14 91 - 120 Days 7062.33 Open CB-2 8908.91 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 68937.88 91 - 120 Days 638.91 Open CB-3 7490.69 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 70090.42 91 - 120 Days 5438.34 <30 Days E-1 9097.04 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 43153.12 91 - 120 Days 1129.32 Open E-2 2290.59 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 81601.70 91 - 120 Days 10147.19 30-90 Days G-1 13296.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 28982.34 91 - 120 Days 1572.59 91-180 Days G-2 2142.01 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 108434.69 91 - 120 Days 5873.09 Open G-3 2535.46 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 91264.81 91 - 120 Days 2981.75 <30 Days IG-1 12097.19 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 76559.33 91 - 120 Days 3837.15 30-90 Days IG-2 4419.36 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 62569.65 91 - 120 Days 7201.79 Open S-1 8128.79 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 67075.17 91 - 120 Days 5594.57 Open S-2 3231.43 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 49827.71 91 - 120 Days 4379.20 Open S-3 7311.14 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 55937.92 91 - 120 Days 2162.94 <30 Days S-4 10258.70 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 56820.77 91 - 120 Days 1877.52 <30 Days S-5 2050.10 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 46844.87 91 - 120 Days 3771.79 Open S-6 7968.26 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 56030.27 91 - 120 Days 7964.83 30-90 Days S-7 2054.46 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 74152.75 121 - 150 Days 577.10 <30 Days A-0-Q 6453.25 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 86106.79 121 - 150 Days 9312.16 91-180 Days A-1-Q 15977.88 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 100356.39 121 - 150 Days 8782.69 Open A-2-Q 11884.34 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 91091.94 121 - 150 Days 2029.18 30-90 Days A-3-Q 2589.95 Yes Liberty Mortgage Services Corp. Finance