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 93726.05 271 - 364 Days 10184.89 <30 Days IG-6 2251.96 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 70886.12 271 - 364 Days 4457.05 <30 Days IG-7 6557.42 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 52043.78 271 - 364 Days 7466.17 <30 Days IG-8 4665.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 3219.81 271 - 364 Days 55.15 Open L-1 547.15 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 25170.01 271 - 364 Days 1024.80 91-180 Days L-10 547.83 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 15307.92 271 - 364 Days 2195.42 91-180 Days L-11 2943.57 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 83945.67 271 - 364 Days 9090.27 91-180 Days L-2 9403.01 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 37601.69 271 - 364 Days 3257.86 <30 Days L-3 6264.06 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 27475.79 271 - 364 Days 3458.88 30-90 Days L-4 402.13 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 58382.85 271 - 364 Days 5417.05 30-90 Days L-5 1313.86 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 42611.30 271 - 364 Days 5753.85 91-180 Days L-6 3228.41 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 39977.01 271 - 364 Days 5536.31 <30 Days L-7 6060.89 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 81749.70 271 - 364 Days 2508.35 <30 Days L-8 15698.51 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 75102.22 271 - 364 Days 6780.46 Open L-9 12024.76 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 17404.26 271 - 364 Days 1762.89 <30 Days LC-1 989.95 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 79984.94 271 - 364 Days 220.55 30-90 Days LC-2 11950.29 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 45665.09 271 - 364 Days 2795.33 <30 Days N-1 2706.24 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 44953.77 271 - 364 Days 5355.63 <30 Days N-2 5862.84 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 59035.01 271 - 364 Days 527.61 <30 Days N-3 6348.25 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 59641.60 271 - 364 Days 7033.24 <30 Days N-4 221.95 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 41909.74 271 - 364 Days 4250.40 91-180 Days N-5 1488.26 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 48466.50 271 - 364 Days 1443.66 30-90 Days N-6 8654.04 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 58727.15 271 - 364 Days 3615.40 <30 Days N-7 3246.90 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 103194.18 271 - 364 Days 1218.31 30-90 Days P-1 10281.38 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 107554.85 271 - 364 Days 14246.44 91-180 Days P-2 17792.14 Yes Liberty International Finance Ltd. Finance