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 63197.61 121 - 150 Days 1353.49 <30 Days A-4-Q 8818.60 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 74000.48 121 - 150 Days 3536.30 91-180 Days A-5-Q 3410.83 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 65978.95 121 - 150 Days 598.55 Open CB-1-Q 1861.87 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 47875.58 121 - 150 Days 1417.98 30-90 Days CB-2-Q 4616.81 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 51624.14 121 - 150 Days 2497.40 <30 Days S-1-Q 8597.16 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 40391.66 121 - 150 Days 79.72 30-90 Days S-2-Q 2961.81 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 20604.73 121 - 150 Days 1464.53 91-180 Days S-3-Q 2072.36 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 40658.69 121 - 150 Days 253.98 <30 Days S-4-Q 1600.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 54667.45 121 - 150 Days 8132.84 <30 Days CB-3-Q 8575.15 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 101397.12 121 - 150 Days 1563.95 30-90 Days G-1-Q 16268.84 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 46886.30 121 - 150 Days 6646.12 91-180 Days G-2-Q 3351.92 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 44683.01 121 - 150 Days 6687.72 30-90 Days G-3-Q 651.92 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 110000.61 121 - 150 Days 2949.61 30-90 Days S-5-Q 19594.34 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 12048.28 121 - 150 Days 795.85 91-180 Days S-6-Q 2049.71 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 84447.14 121 - 150 Days 9697.39 <30 Days S-7-Q 16849.75 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 26894.77 121 - 150 Days 1524.94 Open E-1-Q 3684.68 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 80783.38 121 - 150 Days 4218.90 Open E-2-Q 16151.59 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 110018.82 121 - 150 Days 16451.23 30-90 Days IG-1-Q 21805.62 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 71755.50 121 - 150 Days 5007.15 30-90 Days IG-2-Q 12104.72 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 100832.83 121 - 150 Days 4374.13 <30 Days C-1 12985.87 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 107562.83 121 - 150 Days 10310.69 91-180 Days CB-4 9324.94 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 20342.47 121 - 150 Days 914.02 30-90 Days E-10 366.16 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 109372.33 121 - 150 Days 9555.47 30-90 Days E-3 11952.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 40925.66 121 - 150 Days 3441.82 91-180 Days E-4 72.58 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 61632.84 121 - 150 Days 8918.19 30-90 Days E-5 4925.03 No Risk Management