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 24077.37 Day 20 318.30 <30 Days E-8 1557.88 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 45298.30 Day 20 2856.09 30-90 Days E-9 7554.83 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 22004.50 Day 20 49.81 30-90 Days G-4 1454.64 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 53392.41 Day 20 6143.08 30-90 Days IG-3 5338.28 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 49201.50 Day 20 2345.36 Open IG-4 414.81 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 53998.78 Day 20 4420.86 91-180 Days IG-5 7233.81 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 113293.82 Day 20 15984.31 91-180 Days IG-6 20309.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 112904.07 Day 20 11422.81 <30 Days IG-7 9116.78 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 4756.50 Day 20 158.22 91-180 Days IG-8 309.49 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 53320.55 Day 20 7922.49 91-180 Days L-1 5029.59 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 100436.80 Day 20 12875.94 30-90 Days L-10 18505.59 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 10697.23 Day 20 1222.23 <30 Days L-11 233.03 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 103428.14 Day 20 11008.25 <30 Days L-2 10515.46 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 103016.85 Day 20 2018.31 91-180 Days L-3 19068.57 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 23089.76 Day 20 2859.48 <30 Days L-4 4302.24 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 89320.80 Day 20 8893.32 30-90 Days L-5 12462.74 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 71532.57 Day 20 2632.80 30-90 Days L-6 13388.47 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 41088.96 Day 20 988.25 91-180 Days L-7 1296.21 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 97484.08 Day 20 4237.78 <30 Days L-8 7603.13 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 33650.47 Day 20 5046.50 Open L-9 4227.68 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 46295.07 Day 20 6521.41 <30 Days LC-1 5329.24 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 43140.17 Day 20 5044.83 <30 Days LC-2 1358.87 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 53072.14 Day 20 3569.58 30-90 Days N-1 4132.86 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 106137.44 Day 20 3146.66 <30 Days N-2 8111.72 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 21547.27 Day 20 1773.12 Open N-3 2787.69 Yes Liberty Capital Markets Inc. Treasury