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 10229.11 >4 Yr <= 5 Yr 999.79 91-180 Days IG-2 1309.12 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 95368.54 >4 Yr <= 5 Yr 2199.99 Open S-1 6855.95 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 95760.74 >4 Yr <= 5 Yr 6846.18 30-90 Days S-2 16122.03 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 56078.47 >4 Yr <= 5 Yr 6333.50 91-180 Days S-3 11084.38 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 2572.38 >4 Yr <= 5 Yr 83.99 91-180 Days S-4 125.82 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 55826.97 >4 Yr <= 5 Yr 5725.78 <30 Days S-5 3431.38 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 71440.74 >4 Yr <= 5 Yr 7020.80 Open S-6 11233.85 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 58871.55 >4 Yr <= 5 Yr 8653.75 <30 Days S-7 1479.77 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 32243.63 >5 Yr 4340.21 <30 Days A-0-Q 141.84 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 75299.73 >5 Yr 567.25 30-90 Days A-1-Q 14208.91 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 33130.40 >5 Yr 4100.40 30-90 Days A-2-Q 33.16 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 34536.37 >5 Yr 2066.17 <30 Days A-3-Q 1437.57 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 98051.01 >5 Yr 10126.20 Open A-4-Q 10943.65 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 33813.14 >5 Yr 1180.44 30-90 Days A-5-Q 3187.49 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 2919.85 >5 Yr 110.35 <30 Days CB-1-Q 82.73 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 8256.33 >5 Yr 1207.94 91-180 Days CB-2-Q 1571.89 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 111445.17 >5 Yr 10915.65 Open S-1-Q 14835.39 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 7588.70 >5 Yr 616.15 91-180 Days S-2-Q 780.47 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 15240.66 >5 Yr 2110.21 <30 Days S-3-Q 1644.14 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 62884.79 >5 Yr 494.88 <30 Days S-4-Q 1488.08 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 75215.81 >5 Yr 2137.68 Open CB-3-Q 3309.54 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 99179.77 >5 Yr 5602.54 30-90 Days G-1-Q 5845.16 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 35397.93 >5 Yr 4837.55 91-180 Days G-2-Q 6721.46 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 41103.79 >5 Yr 4004.04 91-180 Days G-3-Q 2205.47 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 12030.49 >5 Yr 1580.45 30-90 Days S-5-Q 1771.63 Yes Liberty Wealth Management LLC Risk Management