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 41191.40 180 - 270 Days 6110.52 30-90 Days A-1-Q 270.46 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 107779.11 180 - 270 Days 13568.56 91-180 Days A-2-Q 1240.48 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 38573.06 180 - 270 Days 1575.90 91-180 Days A-3-Q 4442.65 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 69650.41 180 - 270 Days 8093.79 <30 Days A-4-Q 12913.01 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 23444.15 180 - 270 Days 2738.72 <30 Days A-5-Q 3523.09 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 58675.71 180 - 270 Days 4355.59 Open CB-1-Q 4339.47 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 87567.13 180 - 270 Days 4205.15 <30 Days CB-2-Q 17106.26 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 74859.11 180 - 270 Days 9812.96 <30 Days S-1-Q 9836.65 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 106663.63 180 - 270 Days 10156.30 <30 Days S-2-Q 11132.21 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 88433.28 180 - 270 Days 9352.72 91-180 Days S-3-Q 1802.37 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 5850.52 180 - 270 Days 585.84 91-180 Days S-4-Q 777.89 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 79222.64 180 - 270 Days 8908.27 30-90 Days CB-3-Q 12470.50 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 22995.40 180 - 270 Days 1444.44 91-180 Days G-1-Q 2613.30 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 97758.25 180 - 270 Days 13983.57 Open G-2-Q 17716.18 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 33275.37 180 - 270 Days 2618.86 30-90 Days G-3-Q 1052.39 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 89773.30 180 - 270 Days 5683.81 <30 Days S-5-Q 7594.42 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 80934.56 180 - 270 Days 7775.60 Open S-6-Q 10726.30 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 48747.55 180 - 270 Days 6726.36 30-90 Days S-7-Q 4127.76 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 81479.16 180 - 270 Days 11465.29 Open E-1-Q 704.54 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 11601.70 180 - 270 Days 702.16 30-90 Days E-2-Q 1564.01 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 8444.06 180 - 270 Days 624.61 Open IG-1-Q 128.95 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 36682.78 180 - 270 Days 5497.22 30-90 Days IG-2-Q 4664.23 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 3427.92 180 - 270 Days 46.15 <30 Days C-1 212.92 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 39646.16 180 - 270 Days 4102.02 Open CB-4 5794.72 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 75147.39 180 - 270 Days 5524.85 30-90 Days E-10 12524.26 No Legal