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 56240.23 >= 1 Yr <= 2 Yr 4513.38 Open CB-2 1623.47 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 20004.61 >= 1 Yr <= 2 Yr 17.59 30-90 Days CB-3 2043.27 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 102024.00 >= 1 Yr <= 2 Yr 4210.29 30-90 Days E-1 3006.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 91376.30 >= 1 Yr <= 2 Yr 5896.83 Open E-2 9541.67 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 24116.26 >= 1 Yr <= 2 Yr 286.22 <30 Days G-1 3258.07 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 85784.82 >= 1 Yr <= 2 Yr 10127.46 <30 Days G-2 9365.75 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 45024.06 >= 1 Yr <= 2 Yr 4152.76 <30 Days G-3 8844.64 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 58384.14 >= 1 Yr <= 2 Yr 1270.66 Open IG-1 9693.52 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 444.26 >= 1 Yr <= 2 Yr 29.74 Open IG-2 82.71 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 17507.69 >= 1 Yr <= 2 Yr 294.14 Open S-1 1053.13 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 87737.23 >= 1 Yr <= 2 Yr 4647.48 <30 Days S-2 1868.84 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 40955.01 >= 1 Yr <= 2 Yr 222.25 91-180 Days S-3 699.32 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 57.83 >= 1 Yr <= 2 Yr 5.62 30-90 Days S-4 10.05 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 42075.35 >= 1 Yr <= 2 Yr 3335.87 30-90 Days S-5 1605.81 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 76815.26 >= 1 Yr <= 2 Yr 11521.03 91-180 Days S-6 14196.34 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 39803.58 >= 1 Yr <= 2 Yr 1200.80 Open S-7 1444.31 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 17666.79 >2 Yr <= 3 Yr 103.80 <30 Days A-0-Q 3033.41 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 19589.32 >2 Yr <= 3 Yr 812.17 30-90 Days A-1-Q 512.46 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 17906.05 >2 Yr <= 3 Yr 1466.44 Open A-2-Q 1546.76 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 107976.92 >2 Yr <= 3 Yr 12800.57 91-180 Days A-3-Q 13144.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 13544.11 >2 Yr <= 3 Yr 1897.73 <30 Days A-4-Q 1964.72 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 44311.28 >2 Yr <= 3 Yr 3258.98 91-180 Days A-5-Q 6569.80 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 66173.75 >2 Yr <= 3 Yr 3729.51 <30 Days CB-1-Q 9209.55 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 72179.36 >2 Yr <= 3 Yr 5901.84 30-90 Days CB-2-Q 9188.66 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 73733.22 >2 Yr <= 3 Yr 5029.77 91-180 Days S-1-Q 9897.96 Yes Liberty Mortgage Services Corp. Operations