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 55301.87 >4 Yr <= 5 Yr 919.86 91-180 Days E-8 8501.47 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 104515.93 >4 Yr <= 5 Yr 15410.02 91-180 Days E-9 17072.40 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 2319.63 >4 Yr <= 5 Yr 319.24 91-180 Days G-4 328.77 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 64875.09 >4 Yr <= 5 Yr 831.16 Open IG-3 7460.75 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 73820.14 >4 Yr <= 5 Yr 2789.66 <30 Days IG-4 2792.01 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 59654.25 >4 Yr <= 5 Yr 3751.16 30-90 Days IG-5 4460.90 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 30403.27 >4 Yr <= 5 Yr 309.92 <30 Days IG-6 2153.22 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 91670.13 >4 Yr <= 5 Yr 5327.17 91-180 Days IG-7 16685.50 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 1234.30 >4 Yr <= 5 Yr 173.48 <30 Days IG-8 134.35 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 27361.77 >4 Yr <= 5 Yr 2886.40 Open L-1 640.20 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 61592.48 >4 Yr <= 5 Yr 6327.06 91-180 Days L-10 12097.54 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 11714.88 >4 Yr <= 5 Yr 567.64 91-180 Days L-11 37.81 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 100278.61 >4 Yr <= 5 Yr 9870.96 Open L-2 4490.77 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 45643.73 >4 Yr <= 5 Yr 4960.39 91-180 Days L-3 9096.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 91185.25 >4 Yr <= 5 Yr 4437.63 <30 Days L-4 7656.20 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 30102.44 >4 Yr <= 5 Yr 2275.24 <30 Days L-5 3364.89 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 79211.23 >4 Yr <= 5 Yr 1431.52 91-180 Days L-6 8156.43 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 74758.57 >4 Yr <= 5 Yr 6191.82 Open L-7 11223.16 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 48024.06 >4 Yr <= 5 Yr 6483.38 91-180 Days L-8 2042.58 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 48431.79 >4 Yr <= 5 Yr 5115.89 <30 Days L-9 1757.80 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 36768.56 >4 Yr <= 5 Yr 678.15 Open LC-1 4901.98 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 55505.80 >4 Yr <= 5 Yr 3270.00 <30 Days LC-2 9119.75 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 36123.94 >4 Yr <= 5 Yr 3068.01 30-90 Days N-1 4915.05 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 6354.06 >4 Yr <= 5 Yr 392.49 30-90 Days N-2 142.25 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 11796.47 >4 Yr <= 5 Yr 1692.14 <30 Days N-3 2323.68 Yes Liberty Wealth Management LLC Treasury