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 6104.15 121 - 150 Days 454.32 <30 Days E-6 775.75 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 72144.29 121 - 150 Days 2012.56 <30 Days E-7 1524.90 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 13981.53 121 - 150 Days 1199.83 Open E-8 245.40 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 55980.82 121 - 150 Days 330.27 30-90 Days E-9 1625.24 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 62772.23 121 - 150 Days 2649.80 91-180 Days G-4 2832.88 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 101835.52 121 - 150 Days 1130.97 Open IG-3 5242.53 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 2005.69 121 - 150 Days 18.48 30-90 Days IG-4 390.33 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 110955.95 121 - 150 Days 12846.12 <30 Days IG-5 20431.57 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 10667.16 121 - 150 Days 572.24 <30 Days IG-6 1441.35 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 97012.89 121 - 150 Days 2282.94 Open IG-7 6197.33 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 106632.27 121 - 150 Days 7339.47 30-90 Days IG-8 12049.08 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 103814.33 121 - 150 Days 11532.19 91-180 Days L-1 4992.41 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 37790.85 121 - 150 Days 532.13 30-90 Days L-10 6549.53 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 108074.83 121 - 150 Days 2207.82 <30 Days L-11 12905.31 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 39822.84 121 - 150 Days 323.28 <30 Days L-2 3648.22 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 74288.29 121 - 150 Days 2729.72 Open L-3 9897.90 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 60708.00 121 - 150 Days 210.53 Open L-4 7985.12 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 71022.41 121 - 150 Days 920.61 30-90 Days L-5 1536.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 77329.01 121 - 150 Days 1850.60 91-180 Days L-6 206.18 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 63355.03 121 - 150 Days 9059.20 Open L-7 1845.24 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 8658.57 121 - 150 Days 1123.67 91-180 Days L-8 528.89 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 9465.29 121 - 150 Days 799.92 30-90 Days L-9 301.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 92201.94 121 - 150 Days 10783.78 91-180 Days LC-1 8129.88 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 84245.25 121 - 150 Days 5796.26 <30 Days LC-2 4153.22 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 8039.36 121 - 150 Days 1064.81 91-180 Days N-1 1446.72 Yes Liberty Capital Markets Inc. Finance