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 54580.54 >= 1 Yr <= 2 Yr 54.66 Open C-1 4574.43 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 110920.52 >= 1 Yr <= 2 Yr 12028.30 30-90 Days CB-4 11863.32 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 37707.80 >= 1 Yr <= 2 Yr 1394.19 91-180 Days E-10 3141.66 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 95885.22 >= 1 Yr <= 2 Yr 7128.93 30-90 Days E-3 7430.63 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 94212.92 >= 1 Yr <= 2 Yr 14099.44 91-180 Days E-4 17573.34 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 58023.88 >= 1 Yr <= 2 Yr 7121.69 30-90 Days E-5 5099.08 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 1307.32 >= 1 Yr <= 2 Yr 96.30 Open E-6 81.40 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 100765.71 >= 1 Yr <= 2 Yr 13833.15 Open E-7 1538.34 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 43374.84 >= 1 Yr <= 2 Yr 1635.53 30-90 Days E-8 4353.28 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 81412.48 >= 1 Yr <= 2 Yr 2908.42 91-180 Days E-9 138.08 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 71222.29 >= 1 Yr <= 2 Yr 6465.30 Open G-4 13543.55 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 95455.85 >= 1 Yr <= 2 Yr 878.93 30-90 Days IG-3 15247.58 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 13359.41 >= 1 Yr <= 2 Yr 365.58 Open IG-4 1196.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 27471.58 >= 1 Yr <= 2 Yr 3469.59 <30 Days IG-5 4347.47 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 58534.14 >= 1 Yr <= 2 Yr 8069.88 30-90 Days IG-6 9205.03 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 20947.99 >= 1 Yr <= 2 Yr 1825.67 30-90 Days IG-7 2762.04 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 102252.61 >= 1 Yr <= 2 Yr 15292.71 Open IG-8 17655.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 30378.44 >= 1 Yr <= 2 Yr 2151.37 91-180 Days L-1 5040.40 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 19772.07 >= 1 Yr <= 2 Yr 1389.88 91-180 Days L-10 1228.71 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 63632.76 >= 1 Yr <= 2 Yr 3918.06 <30 Days L-11 9375.26 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 12584.99 >= 1 Yr <= 2 Yr 556.55 <30 Days L-2 720.16 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 90067.77 >= 1 Yr <= 2 Yr 7616.29 30-90 Days L-3 7306.15 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 17993.04 >= 1 Yr <= 2 Yr 2215.32 30-90 Days L-4 2657.76 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 15718.63 >= 1 Yr <= 2 Yr 454.39 Open L-5 440.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 100639.80 >= 1 Yr <= 2 Yr 2482.92 30-90 Days L-6 3775.23 Yes Liberty International Finance Ltd. Finance