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 78553.11 Day 16 8753.54 <30 Days S-6 1956.46 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 77369.23 Day 16 969.41 <30 Days S-7 6325.28 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 3793.40 Day 17 538.27 Open A-0-Q 563.73 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 58459.74 Day 17 1903.81 <30 Days A-1-Q 4762.66 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 69896.72 Day 17 797.20 Open A-2-Q 2848.99 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 82967.26 Day 17 2278.86 91-180 Days A-3-Q 14239.68 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 11113.00 Day 17 1107.61 30-90 Days A-4-Q 2200.31 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 69852.21 Day 17 10020.96 <30 Days A-5-Q 9158.62 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 57800.78 Day 17 3686.25 91-180 Days CB-1-Q 11451.15 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 44778.47 Day 17 695.30 30-90 Days CB-2-Q 6668.88 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 54055.81 Day 17 1998.73 91-180 Days S-1-Q 6635.22 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 98343.53 Day 17 5751.10 30-90 Days S-2-Q 8856.69 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 51301.54 Day 17 5416.90 Open S-3-Q 3898.32 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 39656.81 Day 17 2165.25 30-90 Days S-4-Q 5241.19 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 12528.04 Day 17 399.81 91-180 Days CB-3-Q 2086.36 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 11003.91 Day 17 866.32 <30 Days G-1-Q 1748.00 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 101666.83 Day 17 13237.20 Open G-2-Q 1214.65 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 86956.98 Day 17 265.36 91-180 Days G-3-Q 5756.31 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 35506.25 Day 17 3071.42 <30 Days S-5-Q 729.39 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 74946.76 Day 17 369.70 <30 Days S-6-Q 2374.08 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 110726.78 Day 17 15051.78 91-180 Days S-7-Q 16315.00 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 37553.12 Day 17 3388.37 30-90 Days E-1-Q 3536.63 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 49708.98 Day 17 3289.17 Open E-2-Q 2453.91 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 62722.14 Day 17 8824.96 Open IG-1-Q 5365.17 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 35823.73 Day 17 4524.19 Open IG-2-Q 3038.21 No Treasury