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 70927.18 180 - 270 Days 6177.90 91-180 Days E-3 623.73 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 68911.14 180 - 270 Days 6853.61 <30 Days E-4 4156.64 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 44325.25 180 - 270 Days 5240.80 91-180 Days E-5 7776.06 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 65712.07 180 - 270 Days 1158.83 <30 Days E-6 12792.06 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 13251.56 180 - 270 Days 1646.98 91-180 Days E-7 2377.04 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 20131.63 180 - 270 Days 328.33 30-90 Days E-8 2105.57 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 47000.97 180 - 270 Days 3512.37 <30 Days E-9 9279.14 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 29395.06 180 - 270 Days 1845.19 30-90 Days G-4 4806.26 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 20439.82 180 - 270 Days 2531.68 30-90 Days IG-3 537.31 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 95619.01 180 - 270 Days 12872.90 30-90 Days IG-4 16392.69 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 111508.17 180 - 270 Days 2641.59 30-90 Days IG-5 6845.43 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 22600.67 180 - 270 Days 338.83 <30 Days IG-6 1574.73 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 108310.80 180 - 270 Days 10065.19 30-90 Days IG-7 13383.10 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 39357.80 180 - 270 Days 1063.95 30-90 Days IG-8 1291.20 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 7300.63 180 - 270 Days 1032.54 30-90 Days L-1 621.32 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 44757.24 180 - 270 Days 6406.70 91-180 Days L-10 4226.63 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 97459.00 180 - 270 Days 9714.94 30-90 Days L-11 14061.87 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 78630.71 180 - 270 Days 3401.09 Open L-2 9602.14 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 107463.10 180 - 270 Days 83.17 30-90 Days L-3 6380.94 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 105339.86 180 - 270 Days 7281.76 Open L-4 17221.04 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 27301.76 180 - 270 Days 2056.10 <30 Days L-5 3251.68 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 70323.29 180 - 270 Days 672.61 30-90 Days L-6 11137.14 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 45839.84 180 - 270 Days 3680.88 <30 Days L-7 6723.64 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 13914.42 180 - 270 Days 704.26 Open L-8 40.85 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 59438.99 180 - 270 Days 7853.00 91-180 Days L-9 2468.63 Yes Liberty International Finance Ltd. Operations