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 44994.61 Day 6 4081.10 30-90 Days G-1 4542.61 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 68948.24 Day 6 6731.01 Open G-2 5054.95 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 62600.34 Day 6 4025.57 30-90 Days G-3 5462.40 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 67501.20 Day 6 2894.56 91-180 Days IG-1 6521.98 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 68988.72 Day 6 3021.31 30-90 Days IG-2 2403.87 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 50338.35 Day 6 2865.08 <30 Days S-1 7077.22 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 104745.98 Day 6 13442.62 <30 Days S-2 3547.39 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 2607.83 Day 6 264.37 <30 Days S-3 200.05 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 74994.65 Day 6 7579.73 91-180 Days S-4 7130.41 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 62845.97 Day 6 4732.46 Open S-5 1742.19 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 87015.48 Day 6 3910.16 <30 Days S-6 7660.63 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 95466.00 Day 6 10204.30 <30 Days S-7 912.73 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 90340.07 Day 7 2015.59 <30 Days A-0-Q 16520.13 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 17310.88 Day 7 1901.08 <30 Days A-1-Q 1951.20 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 40713.47 Day 7 458.71 Open A-2-Q 1675.83 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 63798.40 Day 7 9346.50 91-180 Days A-3-Q 4490.14 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 10162.67 Day 7 509.51 91-180 Days A-4-Q 1588.86 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 18388.27 Day 7 2075.24 Open A-5-Q 1072.56 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 104619.86 Day 7 7356.59 30-90 Days CB-1-Q 8999.26 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 78648.03 Day 7 2599.85 <30 Days CB-2-Q 2627.23 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 15948.69 Day 7 1742.89 30-90 Days S-1-Q 2541.03 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 86133.91 Day 7 7742.82 91-180 Days S-2-Q 11429.82 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 234.93 Day 7 31.25 30-90 Days S-3-Q 9.50 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 802.37 Day 7 12.44 <30 Days S-4-Q 96.02 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 19957.47 Day 7 1874.25 <30 Days CB-3-Q 330.39 Yes Liberty Mortgage Services Corp. Legal