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 GSE No 37239.44 151 - 179 Days 2262.73 <30 Days S-6 796.80 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 59063.76 151 - 179 Days 2759.66 <30 Days S-7 8107.38 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 90041.60 180 - 270 Days 10398.79 91-180 Days A-0-Q 4866.73 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 46714.57 180 - 270 Days 3204.59 91-180 Days A-1-Q 382.65 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 56307.55 180 - 270 Days 6150.62 <30 Days A-2-Q 5882.78 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 51944.33 180 - 270 Days 4183.06 Open A-3-Q 6059.59 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 75490.47 180 - 270 Days 7600.33 <30 Days A-4-Q 5288.55 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 70001.13 180 - 270 Days 5436.21 <30 Days A-5-Q 10787.33 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 19527.76 180 - 270 Days 2051.36 30-90 Days CB-1-Q 2038.59 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 31278.83 180 - 270 Days 3203.84 Open CB-2-Q 3526.74 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 11971.67 180 - 270 Days 1075.20 Open S-1-Q 1488.77 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 69548.62 180 - 270 Days 9065.33 Open S-2-Q 4933.84 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 21314.84 180 - 270 Days 747.51 30-90 Days S-3-Q 1897.35 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 7031.67 180 - 270 Days 387.29 Open S-4-Q 464.47 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 89780.22 180 - 270 Days 673.53 Open CB-3-Q 5501.84 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 4996.81 180 - 270 Days 717.84 <30 Days G-1-Q 50.47 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 80114.03 180 - 270 Days 6960.19 <30 Days G-2-Q 7805.23 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 85722.23 180 - 270 Days 5720.97 Open G-3-Q 4371.16 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 89927.19 180 - 270 Days 5642.25 Open S-5-Q 16528.74 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 7538.93 180 - 270 Days 1105.29 30-90 Days S-6-Q 876.03 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 43059.31 180 - 270 Days 1307.22 Open S-7-Q 1559.34 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 3291.26 180 - 270 Days 404.20 Open E-1-Q 588.75 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 13533.81 180 - 270 Days 463.75 <30 Days E-2-Q 858.53 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 53543.35 180 - 270 Days 337.25 <30 Days IG-1-Q 10108.76 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 14213.66 180 - 270 Days 974.18 30-90 Days IG-2-Q 197.35 No Operations