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 19226.77 Day 25 403.27 Open S-5 3095.44 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 107377.02 Day 25 1883.00 30-90 Days S-6 9072.74 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 94705.94 Day 25 5442.69 <30 Days S-7 16560.96 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 90392.40 Day 26 3026.55 30-90 Days A-0-Q 6907.65 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 111249.94 Day 26 11978.34 91-180 Days A-1-Q 5619.84 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 111903.15 Day 26 15413.54 91-180 Days A-2-Q 2572.22 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 45492.51 Day 26 6480.66 <30 Days A-3-Q 6771.86 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 90592.92 Day 26 13465.26 91-180 Days A-4-Q 11289.54 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 98959.55 Day 26 1404.84 Open A-5-Q 9445.92 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 3817.80 Day 26 320.37 <30 Days CB-1-Q 25.43 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 47667.81 Day 26 3844.23 30-90 Days CB-2-Q 1047.33 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 72274.24 Day 26 5446.15 91-180 Days S-1-Q 7846.72 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 13186.76 Day 26 1041.62 <30 Days S-2-Q 116.85 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 75511.95 Day 26 2746.57 <30 Days S-3-Q 10024.33 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 102525.79 Day 26 13624.77 <30 Days S-4-Q 7478.61 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 8434.62 Day 26 652.63 <30 Days CB-3-Q 174.13 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 105609.15 Day 26 14197.29 30-90 Days G-1-Q 3431.64 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 55952.04 Day 26 2132.04 <30 Days G-2-Q 10613.77 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 10740.40 Day 26 13.45 <30 Days G-3-Q 560.35 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 80683.45 Day 26 3468.06 91-180 Days S-5-Q 9975.02 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 2277.53 Day 26 155.61 91-180 Days S-6-Q 5.75 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 45447.94 Day 26 4786.32 Open S-7-Q 3022.34 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 45821.32 Day 26 5519.68 30-90 Days E-1-Q 7140.38 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 32038.38 Day 26 2040.68 Open E-2-Q 2701.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 72722.76 Day 26 7797.88 <30 Days IG-1-Q 9059.91 Yes Liberty International Finance Ltd. Finance