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 3675.51 271 - 364 Days 455.95 Open CB-3-Q 303.15 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 105055.69 271 - 364 Days 14903.18 Open G-1-Q 12116.66 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 79300.40 271 - 364 Days 4316.94 Open G-2-Q 12309.88 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 51148.73 271 - 364 Days 4369.44 91-180 Days G-3-Q 2134.15 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 102548.60 271 - 364 Days 10535.85 91-180 Days S-5-Q 13626.36 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 30977.79 271 - 364 Days 3455.80 <30 Days S-6-Q 3616.48 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 73073.35 271 - 364 Days 6881.35 30-90 Days S-7-Q 3153.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 1638.80 271 - 364 Days 1.40 30-90 Days E-1-Q 236.10 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 95637.41 271 - 364 Days 981.88 91-180 Days E-2-Q 8317.73 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 34032.87 271 - 364 Days 4571.04 91-180 Days IG-1-Q 2247.99 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 17373.97 271 - 364 Days 877.92 91-180 Days IG-2-Q 757.54 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 19300.48 271 - 364 Days 2820.20 30-90 Days C-1 1538.22 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 91508.75 271 - 364 Days 12035.39 Open CB-4 11249.73 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 18321.76 271 - 364 Days 845.71 Open E-10 213.95 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 48630.22 271 - 364 Days 516.67 <30 Days E-3 2454.90 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 34503.88 271 - 364 Days 2312.53 Open E-4 424.92 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 111404.99 271 - 364 Days 16123.07 91-180 Days E-5 6525.33 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 10441.88 271 - 364 Days 1128.10 91-180 Days E-6 530.58 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 13646.12 271 - 364 Days 1057.98 Open E-7 2371.80 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 101354.63 271 - 364 Days 905.75 Open E-8 16770.27 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 82598.25 271 - 364 Days 8561.35 <30 Days E-9 1759.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 91080.60 271 - 364 Days 7695.87 Open G-4 14095.08 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 28022.53 271 - 364 Days 2582.58 <30 Days IG-3 4705.47 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 85533.47 271 - 364 Days 9502.11 30-90 Days IG-4 15255.10 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 92894.28 271 - 364 Days 11810.65 Open IG-5 8083.12 Yes Liberty Wealth Management LLC Finance