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 PSE No 46417.83 Open 982.26 30-90 Days S-5 6629.73 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 67158.44 Open 2428.07 91-180 Days S-6 4743.91 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 108210.29 Open 12251.66 <30 Days S-7 11412.51 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 52916.06 Day 1 6377.44 91-180 Days A-0-Q 1359.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 15303.98 Day 1 1979.98 91-180 Days A-1-Q 1059.38 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 9932.47 Day 1 290.86 Open A-2-Q 1076.59 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 60588.79 Day 1 6259.83 91-180 Days A-3-Q 2241.11 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 34405.82 Day 1 2253.90 91-180 Days A-4-Q 910.95 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 45628.22 Day 1 3804.21 <30 Days A-5-Q 1537.73 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 70778.57 Day 1 3868.76 30-90 Days CB-1-Q 8504.23 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 21307.39 Day 1 2852.89 91-180 Days CB-2-Q 1763.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 66314.24 Day 1 4591.02 Open S-1-Q 7614.97 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 87572.89 Day 1 4430.70 <30 Days S-2-Q 9262.27 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 21774.41 Day 1 2461.61 <30 Days S-3-Q 1088.39 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 98532.87 Day 1 8403.26 30-90 Days S-4-Q 16505.28 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 94298.98 Day 1 4139.42 91-180 Days CB-3-Q 2908.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 91806.58 Day 1 4625.70 30-90 Days G-1-Q 17252.00 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 75065.03 Day 1 5883.22 Open G-2-Q 8884.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 9162.90 Day 1 994.28 <30 Days G-3-Q 125.38 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 101658.80 Day 1 9124.94 91-180 Days S-5-Q 13416.43 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 34743.10 Day 1 4202.05 91-180 Days S-6-Q 5925.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 3033.46 Day 1 308.70 Open S-7-Q 124.16 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 46259.39 Day 1 6314.83 Open E-1-Q 5944.47 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 48425.15 Day 1 5577.24 <30 Days E-2-Q 3757.17 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 30399.44 Day 1 2381.75 Open IG-1-Q 2236.04 No Treasury