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 22306.07 Day 11 36.23 <30 Days S-1 2235.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 48387.99 Day 11 4862.18 30-90 Days S-2 7624.92 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 20209.44 Day 11 2314.88 30-90 Days S-3 269.96 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 109362.41 Day 11 7574.67 <30 Days S-4 15209.14 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 90788.48 Day 11 9910.61 30-90 Days S-5 17739.41 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 37482.51 Day 11 1902.43 30-90 Days S-6 1320.17 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 13267.43 Day 11 826.15 30-90 Days S-7 1421.79 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 17818.59 Day 12 100.39 <30 Days A-0-Q 2047.04 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 59161.10 Day 12 8833.45 Open A-1-Q 7261.58 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 92423.82 Day 12 2256.56 30-90 Days A-2-Q 11303.13 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 17391.28 Day 12 1576.41 91-180 Days A-3-Q 2942.87 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 35457.90 Day 12 3650.41 91-180 Days A-4-Q 5623.60 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 62811.75 Day 12 3957.35 <30 Days A-5-Q 12071.17 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 88949.70 Day 12 7970.43 <30 Days CB-1-Q 9510.92 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 27381.37 Day 12 3393.57 Open CB-2-Q 1002.89 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 51671.10 Day 12 522.40 91-180 Days S-1-Q 5864.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 98338.69 Day 12 1506.65 91-180 Days S-2-Q 5449.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 96332.90 Day 12 292.22 30-90 Days S-3-Q 5311.31 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 15025.95 Day 12 1091.25 <30 Days S-4-Q 188.48 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 56231.22 Day 12 5842.68 30-90 Days CB-3-Q 7766.32 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 81199.18 Day 12 1849.33 Open G-1-Q 12500.95 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 11718.27 Day 12 1143.75 91-180 Days G-2-Q 354.88 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 10059.74 Day 12 671.42 Open G-3-Q 680.02 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 37251.33 Day 12 3696.64 Open S-5-Q 2733.05 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 90631.11 Day 12 8977.90 <30 Days S-6-Q 16372.54 Yes Liberty International Finance Ltd. Risk Management