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 28219.90 Day 6 2078.40 30-90 Days A-2-Q 984.66 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 41312.86 Day 6 3440.71 91-180 Days A-3-Q 2733.20 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 57262.91 Day 6 3662.77 <30 Days A-4-Q 11128.30 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 48097.59 Day 6 4720.41 Open A-5-Q 8777.45 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 34819.99 Day 6 3193.62 30-90 Days CB-1-Q 6896.11 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 112454.93 Day 6 10969.03 91-180 Days CB-2-Q 10781.66 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 18852.41 Day 6 2117.07 30-90 Days S-1-Q 158.05 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 112576.89 Day 6 7023.29 30-90 Days S-2-Q 4883.58 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 32525.62 Day 6 975.21 91-180 Days S-3-Q 2196.61 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 35409.12 Day 6 1009.00 <30 Days S-4-Q 2945.02 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 47699.62 Day 6 1657.64 30-90 Days CB-3-Q 9443.87 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 43099.83 Day 6 5437.81 Open G-1-Q 4411.81 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 34996.19 Day 6 3564.53 91-180 Days G-2-Q 3615.42 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 11499.93 Day 6 187.23 Open G-3-Q 755.73 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 27832.60 Day 6 3485.68 Open S-5-Q 4415.03 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 48378.34 Day 6 114.63 <30 Days S-6-Q 6848.50 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 103498.33 Day 6 11187.76 Open S-7-Q 12687.78 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 618.10 Day 6 46.49 91-180 Days E-1-Q 11.91 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 47022.97 Day 6 405.92 <30 Days E-2-Q 5128.57 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 48218.60 Day 6 3638.21 91-180 Days IG-1-Q 6897.51 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 73311.48 Day 6 1650.00 Open IG-2-Q 2511.56 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 84375.41 Day 6 5107.21 <30 Days C-1 11607.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 86603.00 Day 6 7590.48 <30 Days CB-4 6498.90 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 77458.83 Day 6 8204.72 Open E-10 12477.36 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 102609.57 Day 6 225.63 Open E-3 9479.39 Yes Liberty Capital Markets Inc. Operations