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 Sovereign No 86606.54 Day 28 167.36 <30 Days S-4-Q 9236.44 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 41044.78 Day 28 858.57 <30 Days CB-3-Q 5638.74 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 25626.38 Day 28 624.44 30-90 Days G-1-Q 4534.46 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 94616.19 Day 28 7644.62 91-180 Days G-2-Q 13776.86 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 22904.61 Day 28 1193.18 <30 Days G-3-Q 3258.78 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 69806.85 Day 28 4644.73 Open S-5-Q 3119.84 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 46534.67 Day 28 422.13 91-180 Days S-6-Q 3762.79 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 65908.77 Day 28 4185.98 30-90 Days S-7-Q 3586.69 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 534.09 Day 28 5.39 <30 Days E-1-Q 80.29 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 83383.83 Day 28 6730.19 30-90 Days E-2-Q 6070.37 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 49761.80 Day 28 7228.11 30-90 Days IG-1-Q 5999.17 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 67023.29 Day 28 7541.09 30-90 Days IG-2-Q 7041.18 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 92660.83 Day 28 104.31 91-180 Days C-1 5601.37 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 93623.69 Day 28 596.63 30-90 Days CB-4 254.34 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 29441.02 Day 28 361.24 30-90 Days E-10 5030.75 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 51243.43 Day 28 2363.47 Open E-3 4559.71 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 79282.92 Day 28 95.06 30-90 Days E-4 8014.76 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 1406.58 Day 28 34.69 Open E-5 163.76 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 103808.28 Day 28 3588.30 Open E-6 15467.24 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 54860.10 Day 28 1283.80 30-90 Days E-7 10768.56 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 2639.45 Day 28 246.16 <30 Days E-8 255.51 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 23778.71 Day 28 1933.40 Open E-9 3162.00 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 101141.06 Day 28 12932.84 <30 Days G-4 7856.14 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 95783.68 Day 28 10808.90 <30 Days IG-3 3155.92 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 25193.59 Day 28 780.64 30-90 Days IG-4 1327.11 Yes Liberty Wealth Management LLC Risk Management