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 Financial Market Utility No 36077.40 Day 53 2997.43 30-90 Days L-5 565.94 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 84752.80 Day 53 11274.98 Open L-6 10402.73 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 18714.74 Day 53 653.95 <30 Days L-7 3091.96 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 3528.87 Day 53 463.39 <30 Days L-8 650.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 57744.05 Day 53 1258.85 30-90 Days L-9 4484.26 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 112443.30 Day 53 16778.34 91-180 Days LC-1 17797.99 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 69746.18 Day 53 9264.51 <30 Days LC-2 7025.93 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 104614.83 Day 53 6266.89 Open N-1 8955.62 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 44462.72 Day 53 2691.10 Open N-2 743.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 88396.22 Day 53 11772.74 91-180 Days N-3 4898.95 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 53410.10 Day 53 540.02 <30 Days N-4 1725.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 27288.04 Day 53 333.33 91-180 Days N-5 4509.30 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 38336.12 Day 53 3893.94 30-90 Days N-6 6028.48 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 90517.29 Day 53 3345.75 91-180 Days N-7 15100.51 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 71136.37 Day 53 7601.92 30-90 Days P-1 1358.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 62406.42 Day 53 8504.29 30-90 Days P-2 5741.73 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 71161.10 Day 53 5337.31 91-180 Days S-8 209.96 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 11034.73 Day 53 666.91 Open Y-1 1162.10 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 40609.06 Day 53 2549.63 30-90 Days Y-2 3251.26 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 74997.76 Day 53 3863.68 Open Y-3 9975.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 61953.75 Day 53 9258.14 Open Y-4 7442.92 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 83531.15 Day 53 10566.13 Open Z-1 6292.08 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 74674.40 Day 53 9899.74 91-180 Days A-2 11355.71 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 94492.37 Day 53 3499.86 <30 Days A-3 18443.76 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 25383.15 Day 53 3628.73 Open A-4 2560.52 Yes Liberty Capital Markets Inc. Risk Management