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 32212.24 Day 29 2495.12 <30 Days IG-1 5967.19 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 83911.21 Day 29 10933.44 Open IG-2 9186.58 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 83708.11 Day 29 2358.42 91-180 Days S-1 6798.02 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 81412.25 Day 29 4611.19 Open S-2 14387.89 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 18012.53 Day 29 969.05 Open S-3 1632.63 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 72970.16 Day 29 2446.58 91-180 Days S-4 7291.71 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 30582.64 Day 29 4113.59 <30 Days S-5 3271.88 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 105953.45 Day 29 13527.99 30-90 Days S-6 20994.13 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 78038.88 Day 29 162.61 30-90 Days S-7 331.78 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 66809.69 Day 30 369.81 91-180 Days A-0-Q 9383.37 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 2989.47 Day 30 430.81 30-90 Days A-1-Q 581.70 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 87685.94 Day 30 8053.27 <30 Days A-2-Q 8165.17 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 29966.72 Day 30 1804.22 <30 Days A-3-Q 2837.79 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 102725.42 Day 30 1302.70 30-90 Days A-4-Q 15772.61 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 107503.91 Day 30 17.69 <30 Days A-5-Q 7292.74 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 63621.94 Day 30 2297.53 <30 Days CB-1-Q 2915.41 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 65470.33 Day 30 6692.39 Open CB-2-Q 12726.12 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 42580.61 Day 30 4249.76 91-180 Days S-1-Q 4276.33 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 29620.51 Day 30 3615.30 30-90 Days S-2-Q 1563.10 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 43704.17 Day 30 1981.37 30-90 Days S-3-Q 6912.99 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 33772.96 Day 30 1527.56 91-180 Days S-4-Q 6431.09 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 26437.70 Day 30 18.64 Open CB-3-Q 1818.62 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 60906.00 Day 30 5522.08 <30 Days G-1-Q 7415.45 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 97653.19 Day 30 1527.67 <30 Days G-2-Q 7553.81 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 24712.22 Day 30 788.09 <30 Days G-3-Q 4098.74 No Legal