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 54951.53 Day 20 665.66 Open CB-1-Q 8083.50 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 106618.28 Day 20 10352.67 91-180 Days CB-2-Q 8032.57 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 65375.27 Day 20 7483.28 30-90 Days S-1-Q 3856.44 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 88899.20 Day 20 783.02 30-90 Days S-2-Q 9910.89 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 18746.82 Day 20 760.77 Open S-3-Q 283.58 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 18269.20 Day 20 1082.43 <30 Days S-4-Q 1926.97 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 7586.49 Day 20 358.55 91-180 Days CB-3-Q 1326.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 87141.56 Day 20 9132.56 Open G-1-Q 2852.18 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 22337.11 Day 20 78.83 30-90 Days G-2-Q 300.39 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 10838.28 Day 20 1456.35 30-90 Days G-3-Q 50.11 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 67964.37 Day 20 6534.12 30-90 Days S-5-Q 7549.84 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 48493.18 Day 20 5258.42 30-90 Days S-6-Q 8632.92 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 1506.00 Day 20 139.88 Open S-7-Q 36.72 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 43863.61 Day 20 1775.28 Open E-1-Q 1706.84 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 111661.44 Day 20 2322.35 91-180 Days E-2-Q 2854.86 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 22172.49 Day 20 3112.28 <30 Days IG-1-Q 4398.37 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 43261.38 Day 20 3754.18 30-90 Days IG-2-Q 2012.22 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 19021.47 Day 20 2119.05 30-90 Days C-1 1760.40 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 15458.17 Day 20 900.64 30-90 Days CB-4 2671.94 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 104988.87 Day 20 9909.11 Open E-10 8020.72 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 3031.67 Day 20 259.41 <30 Days E-3 408.68 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 53325.16 Day 20 2460.87 30-90 Days E-4 133.94 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 31805.35 Day 20 3074.14 <30 Days E-5 5496.06 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 907.52 Day 20 119.20 <30 Days E-6 131.06 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 95794.83 Day 20 6814.76 Open E-7 9647.45 Yes Liberty Mortgage Services Corp. Risk Management