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 Yes 16335.02 Day 2 2220.67 91-180 Days S-2 1648.48 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 30450.98 Day 2 1641.25 <30 Days S-3 5154.60 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 93520.56 Day 2 12020.07 30-90 Days S-4 18125.16 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 75739.21 Day 2 6883.74 <30 Days S-5 1153.72 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 113479.24 Day 2 671.08 Open S-6 113.41 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 102889.33 Day 2 1246.71 <30 Days S-7 16414.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 24032.85 Day 3 1553.40 30-90 Days A-0-Q 1788.47 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 92688.59 Day 3 2494.14 <30 Days A-1-Q 11517.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 24603.37 Day 3 1989.08 Open A-2-Q 3021.82 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 113070.32 Day 3 9905.53 91-180 Days A-3-Q 924.36 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 73657.71 Day 3 8657.50 <30 Days A-4-Q 12503.11 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 67030.43 Day 3 6954.52 30-90 Days A-5-Q 10402.92 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 85931.29 Day 3 11039.23 Open CB-1-Q 11894.46 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 1866.77 Day 3 57.02 91-180 Days CB-2-Q 237.17 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 83066.74 Day 3 6584.22 91-180 Days S-1-Q 5961.83 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 4630.07 Day 3 264.65 91-180 Days S-2-Q 740.61 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 111487.88 Day 3 8923.82 91-180 Days S-3-Q 14570.08 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 19015.46 Day 3 351.68 Open S-4-Q 3580.48 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 113499.50 Day 3 5584.56 30-90 Days CB-3-Q 19366.60 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 81884.14 Day 3 1478.37 30-90 Days G-1-Q 5023.73 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 35802.47 Day 3 549.87 30-90 Days G-2-Q 3353.23 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 96566.37 Day 3 9750.60 30-90 Days G-3-Q 11749.27 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 54561.73 Day 3 4639.15 30-90 Days S-5-Q 10466.38 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 30979.14 Day 3 4444.11 <30 Days S-6-Q 1924.12 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 53659.03 Day 3 1303.58 30-90 Days S-7-Q 352.54 Yes Liberty Capital Markets Inc. Operations