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 112802.20 >3 Yr <= 4 Yr 14388.86 Open E-2-Q 6195.20 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 107436.02 >3 Yr <= 4 Yr 8834.37 30-90 Days IG-1-Q 15869.60 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 90720.69 >3 Yr <= 4 Yr 8144.89 91-180 Days IG-2-Q 9326.94 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 101269.39 >3 Yr <= 4 Yr 9597.62 <30 Days C-1 4863.50 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 32620.36 >3 Yr <= 4 Yr 542.67 <30 Days CB-4 1593.35 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 15875.70 >3 Yr <= 4 Yr 2335.69 91-180 Days E-10 2401.30 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 56895.09 >3 Yr <= 4 Yr 4920.41 91-180 Days E-3 6958.31 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 5914.25 >3 Yr <= 4 Yr 0.51 91-180 Days E-4 923.88 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 77186.27 >3 Yr <= 4 Yr 10625.86 <30 Days E-5 4955.06 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 73997.09 >3 Yr <= 4 Yr 9045.88 Open E-6 13770.79 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 58821.94 >3 Yr <= 4 Yr 1619.73 Open E-7 220.26 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 12810.14 >3 Yr <= 4 Yr 1336.92 91-180 Days E-8 700.54 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 13369.47 >3 Yr <= 4 Yr 698.79 Open E-9 921.61 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 100246.83 >3 Yr <= 4 Yr 1787.48 30-90 Days G-4 18458.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 21436.04 >3 Yr <= 4 Yr 2719.35 Open IG-3 3854.03 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 13251.19 >3 Yr <= 4 Yr 1859.50 <30 Days IG-4 66.35 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 48874.66 >3 Yr <= 4 Yr 6223.76 91-180 Days IG-5 8766.73 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 98805.50 >3 Yr <= 4 Yr 1400.44 91-180 Days IG-6 1630.56 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 83418.62 >3 Yr <= 4 Yr 5756.16 <30 Days IG-7 9875.26 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 83520.81 >3 Yr <= 4 Yr 1879.10 91-180 Days IG-8 7064.03 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 85904.72 >3 Yr <= 4 Yr 12226.47 Open L-1 12594.59 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 35861.46 >3 Yr <= 4 Yr 2623.00 91-180 Days L-10 443.54 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 36251.81 >3 Yr <= 4 Yr 1434.10 <30 Days L-11 3457.10 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 43878.50 >3 Yr <= 4 Yr 4047.67 30-90 Days L-2 807.70 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 105199.76 >3 Yr <= 4 Yr 7703.88 30-90 Days L-3 512.08 No Treasury