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 22756.00 Day 22 3072.74 <30 Days G-2 2932.80 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 76699.15 Day 22 6570.79 30-90 Days G-3 1232.04 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 93152.45 Day 22 1880.72 91-180 Days IG-1 12450.58 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 99975.45 Day 22 4192.80 <30 Days IG-2 9579.51 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 22056.34 Day 22 314.77 <30 Days S-1 3336.21 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 70549.03 Day 22 4942.53 30-90 Days S-2 9946.32 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 109948.28 Day 22 9526.04 Open S-3 639.40 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 109472.57 Day 22 1866.36 Open S-4 6981.23 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 30863.14 Day 22 1364.54 30-90 Days S-5 2753.25 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 866.46 Day 22 91.27 91-180 Days S-6 66.57 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 35233.59 Day 22 4110.87 91-180 Days S-7 4259.19 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 23586.60 Day 23 2562.02 <30 Days A-0-Q 4665.00 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 79798.78 Day 23 7374.29 30-90 Days A-1-Q 1922.58 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 34360.87 Day 23 3537.20 91-180 Days A-2-Q 3871.73 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 50735.77 Day 23 4347.33 <30 Days A-3-Q 6539.48 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 29124.42 Day 23 4086.06 30-90 Days A-4-Q 1635.58 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 27609.15 Day 23 86.44 <30 Days A-5-Q 646.98 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 94999.44 Day 23 12573.36 Open CB-1-Q 18222.10 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 6164.03 Day 23 765.83 30-90 Days CB-2-Q 462.74 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 95543.99 Day 23 12750.85 91-180 Days S-1-Q 10319.79 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 41345.05 Day 23 5292.71 91-180 Days S-2-Q 6255.34 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 29687.13 Day 23 2875.80 Open S-3-Q 4662.08 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 19065.54 Day 23 2151.41 91-180 Days S-4-Q 594.83 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 76842.28 Day 23 3569.45 91-180 Days CB-3-Q 8660.02 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 69680.62 Day 23 4813.61 Open G-1-Q 11657.62 No Finance