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 19962.23 151 - 179 Days 2693.08 Open G-3-Q 612.00 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 63092.82 151 - 179 Days 4318.16 91-180 Days S-5-Q 4401.97 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 111954.47 151 - 179 Days 3331.98 91-180 Days S-6-Q 6434.78 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 38291.75 151 - 179 Days 4848.12 91-180 Days S-7-Q 7596.30 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 51008.97 151 - 179 Days 269.22 <30 Days E-1-Q 6693.95 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 87807.94 151 - 179 Days 1202.98 Open E-2-Q 8492.41 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 45827.23 151 - 179 Days 3865.68 91-180 Days IG-1-Q 2968.24 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 80934.90 151 - 179 Days 3858.85 <30 Days IG-2-Q 12784.12 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 14272.00 151 - 179 Days 2077.30 30-90 Days C-1 1139.22 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 76774.11 151 - 179 Days 9638.69 91-180 Days CB-4 6838.81 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 88885.77 151 - 179 Days 11461.09 91-180 Days E-10 15822.65 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 75975.68 151 - 179 Days 3131.36 <30 Days E-3 7581.73 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 97411.86 151 - 179 Days 1768.36 30-90 Days E-4 15888.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 106326.74 151 - 179 Days 14521.78 30-90 Days E-5 17238.84 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 49653.39 151 - 179 Days 6382.29 Open E-6 1827.97 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 77766.75 151 - 179 Days 6662.67 <30 Days E-7 1558.80 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 109640.50 151 - 179 Days 5036.32 <30 Days E-8 4422.26 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 51394.20 151 - 179 Days 4236.34 <30 Days E-9 712.30 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 11029.66 151 - 179 Days 139.97 91-180 Days G-4 2178.24 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 102180.88 151 - 179 Days 12900.10 30-90 Days IG-3 11342.34 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 68028.80 151 - 179 Days 4463.96 30-90 Days IG-4 13093.91 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 70582.26 151 - 179 Days 2980.76 Open IG-5 7199.75 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 85243.68 151 - 179 Days 3755.52 91-180 Days IG-6 7542.94 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 111865.69 151 - 179 Days 5835.15 <30 Days IG-7 5228.09 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 79304.42 151 - 179 Days 9978.97 91-180 Days IG-8 9667.75 No Legal