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 25787.34 Day 2 2993.10 30-90 Days G-4 2906.58 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 1287.48 Day 2 60.45 Open IG-3 8.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 45136.10 Day 2 1612.70 <30 Days IG-4 3272.98 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 100911.85 Day 2 9807.17 <30 Days IG-5 14630.33 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 36185.79 Day 2 3972.72 30-90 Days IG-6 1959.26 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 18425.48 Day 2 1434.29 91-180 Days IG-7 3405.37 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 81590.61 Day 2 4395.79 <30 Days IG-8 13190.20 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 41733.93 Day 2 3006.09 30-90 Days L-1 2913.56 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 34783.25 Day 2 2491.81 91-180 Days L-10 5768.82 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 95463.95 Day 2 3041.59 30-90 Days L-11 12864.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 95068.63 Day 2 6044.06 91-180 Days L-2 17592.83 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 22269.51 Day 2 2125.54 Open L-3 3375.28 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 37239.55 Day 2 5057.25 <30 Days L-4 1981.09 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 39499.61 Day 2 4763.79 <30 Days L-5 4258.21 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 31429.91 Day 2 709.58 <30 Days L-6 676.62 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 51740.61 Day 2 6788.69 Open L-7 4650.76 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 41312.23 Day 2 2699.79 <30 Days L-8 6071.01 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 37974.09 Day 2 221.29 <30 Days L-9 6493.71 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 38905.86 Day 2 1339.08 30-90 Days LC-1 5933.87 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 74207.04 Day 2 7521.80 <30 Days LC-2 2691.57 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 105895.15 Day 2 15380.04 Open N-1 4002.05 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 86287.44 Day 2 8110.97 Open N-2 12275.63 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 54904.04 Day 2 1754.43 Open N-3 3088.61 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 40162.34 Day 2 906.86 91-180 Days N-4 7411.88 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 63199.41 Day 2 9345.45 Open N-5 6930.59 No Risk Management