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 34450.00 Day 18 2655.77 30-90 Days S-2-Q 5373.56 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 112504.59 Day 18 14824.52 Open S-3-Q 19677.24 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 96577.40 Day 18 5610.54 91-180 Days S-4-Q 14739.70 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 51719.00 Day 18 495.07 <30 Days CB-3-Q 6295.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 90894.25 Day 18 7463.18 91-180 Days G-1-Q 4454.78 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 81408.60 Day 18 11918.31 <30 Days G-2-Q 14664.75 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 104609.42 Day 18 6262.38 30-90 Days G-3-Q 13679.81 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 81774.48 Day 18 6504.25 30-90 Days S-5-Q 9602.10 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 46941.62 Day 18 5599.50 Open S-6-Q 3993.04 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 19622.90 Day 18 158.21 91-180 Days S-7-Q 864.72 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 52548.48 Day 18 3397.35 30-90 Days E-1-Q 7047.10 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 93844.77 Day 18 6654.79 30-90 Days E-2-Q 15253.87 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 103081.70 Day 18 7209.37 91-180 Days IG-1-Q 18806.43 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 27200.14 Day 18 960.19 91-180 Days IG-2-Q 1300.79 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 63279.91 Day 18 1776.61 <30 Days C-1 9854.66 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 11195.33 Day 18 210.98 30-90 Days CB-4 1316.91 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 47851.40 Day 18 4366.40 Open E-10 1283.71 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 27777.39 Day 18 4092.07 30-90 Days E-3 5041.21 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 87413.38 Day 18 10902.65 Open E-4 14663.19 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 110089.65 Day 18 3460.40 91-180 Days E-5 2817.29 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 80127.17 Day 18 9996.60 91-180 Days E-6 1942.36 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 91513.20 Day 18 9734.70 91-180 Days E-7 8923.78 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 83091.86 Day 18 1350.95 <30 Days E-8 8793.34 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 13627.78 Day 18 1781.15 Open E-9 2218.99 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 16377.06 Day 18 433.56 30-90 Days G-4 164.40 No Legal