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 107247.96 151 - 179 Days 8104.14 <30 Days L-1 2428.97 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 15965.25 151 - 179 Days 279.16 91-180 Days L-10 2088.20 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 62541.87 151 - 179 Days 7171.91 91-180 Days L-11 6400.81 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 92286.43 151 - 179 Days 635.47 Open L-2 13659.38 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 52799.93 151 - 179 Days 866.67 Open L-3 7044.34 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 16200.88 151 - 179 Days 624.72 <30 Days L-4 2482.04 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 23849.12 151 - 179 Days 3122.36 30-90 Days L-5 1618.09 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 101659.69 151 - 179 Days 12833.63 30-90 Days L-6 7361.53 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 57606.58 151 - 179 Days 7194.59 Open L-7 8925.24 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 3679.49 151 - 179 Days 418.07 30-90 Days L-8 255.93 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 27716.76 151 - 179 Days 3248.20 30-90 Days L-9 3520.27 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 54169.56 151 - 179 Days 2754.09 Open LC-1 7307.47 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 83777.80 151 - 179 Days 9390.32 30-90 Days LC-2 14292.81 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 20960.64 151 - 179 Days 2545.11 Open N-1 3045.81 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 99744.26 151 - 179 Days 6624.46 <30 Days N-2 12191.17 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 41241.84 151 - 179 Days 1041.70 Open N-3 5525.47 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 48240.65 151 - 179 Days 4035.88 91-180 Days N-4 7163.95 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 77381.85 151 - 179 Days 11386.58 91-180 Days N-5 5348.84 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 77811.08 151 - 179 Days 11220.51 <30 Days N-6 11845.24 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 110127.92 151 - 179 Days 1766.24 91-180 Days N-7 1571.32 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 102902.22 151 - 179 Days 14527.03 Open P-1 17817.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 53963.07 151 - 179 Days 2542.69 <30 Days P-2 8301.87 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 97436.26 151 - 179 Days 9209.09 Open S-8 16826.83 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 16522.68 151 - 179 Days 1986.00 30-90 Days Y-1 3163.02 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 99464.66 151 - 179 Days 4941.66 <30 Days Y-2 14989.01 Yes Liberty Capital Markets Inc. Finance