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 30199.14 271 - 364 Days 3817.42 91-180 Days S-8 3753.83 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 79900.68 271 - 364 Days 1892.07 Open Y-1 11930.27 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 65094.24 271 - 364 Days 1895.31 <30 Days Y-2 3687.65 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 47217.93 271 - 364 Days 288.77 <30 Days Y-3 4990.37 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 31813.98 271 - 364 Days 2948.22 <30 Days Y-4 253.55 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 70576.17 271 - 364 Days 7498.65 91-180 Days Z-1 5502.37 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 4425.01 271 - 364 Days 400.72 91-180 Days A-2 4.99 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 88064.30 271 - 364 Days 12697.86 <30 Days A-3 5652.68 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 55916.00 271 - 364 Days 587.73 91-180 Days A-4 9587.76 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 65289.50 271 - 364 Days 1096.36 <30 Days A-5 10718.89 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 65831.91 271 - 364 Days 2086.20 30-90 Days CB-1 9036.11 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 104013.96 271 - 364 Days 12056.55 Open CB-2 7496.00 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 53986.10 271 - 364 Days 6349.71 30-90 Days CB-3 9252.29 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 46915.38 271 - 364 Days 3832.94 91-180 Days E-1 745.71 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 60619.81 271 - 364 Days 2178.85 91-180 Days E-2 2102.58 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 70799.79 271 - 364 Days 1278.21 30-90 Days G-1 4292.75 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 4652.93 271 - 364 Days 93.44 30-90 Days G-2 825.42 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 34145.43 271 - 364 Days 4302.12 Open G-3 47.35 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 28961.55 271 - 364 Days 2979.34 Open IG-1 1116.18 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 72696.41 271 - 364 Days 10198.25 Open IG-2 4383.89 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 58106.36 271 - 364 Days 1693.85 <30 Days S-1 11423.42 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 95061.23 271 - 364 Days 8361.47 Open S-2 8990.71 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 12063.05 271 - 364 Days 81.15 Open S-3 57.47 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 12766.78 271 - 364 Days 1380.52 30-90 Days S-4 2152.78 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 44765.65 271 - 364 Days 1269.48 91-180 Days S-5 4207.58 No Risk Management