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 39352.12 Day 13 5000.53 <30 Days E-6 1324.60 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 68270.81 Day 13 8466.92 <30 Days E-7 3314.60 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 92585.43 Day 13 1517.73 30-90 Days E-8 4866.98 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 81017.55 Day 13 3060.17 30-90 Days E-9 6573.42 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 24594.78 Day 13 1389.29 <30 Days G-4 314.57 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 105756.73 Day 13 14535.35 Open IG-3 20571.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 27262.92 Day 13 3703.51 <30 Days IG-4 5302.40 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 10673.50 Day 13 573.21 <30 Days IG-5 911.17 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 48463.22 Day 13 3173.12 <30 Days IG-6 8175.53 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 75535.78 Day 13 10352.23 <30 Days IG-7 7487.14 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 65580.30 Day 13 5637.20 30-90 Days IG-8 12577.88 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 110710.33 Day 13 9108.48 30-90 Days L-1 10861.14 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 97114.09 Day 13 6787.52 <30 Days L-10 833.74 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 50753.38 Day 13 4444.51 <30 Days L-11 3978.19 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 67980.98 Day 13 8595.23 Open L-2 6281.52 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 94087.83 Day 13 6550.62 Open L-3 1818.04 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 27682.84 Day 13 3362.66 30-90 Days L-4 4033.36 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 18453.68 Day 13 2475.02 <30 Days L-5 3299.86 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 96264.95 Day 13 6511.97 91-180 Days L-6 5074.37 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 89903.64 Day 13 1894.99 <30 Days L-7 9757.50 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 113576.15 Day 13 2874.39 <30 Days L-8 10377.29 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 36275.71 Day 13 1382.14 <30 Days L-9 4264.82 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 63773.85 Day 13 2973.54 Open LC-1 7863.67 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 74306.69 Day 13 9429.29 91-180 Days LC-2 7141.79 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 4625.47 Day 13 441.63 Open N-1 599.47 No Operations