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 Yes 7425.40 Day 28 201.09 91-180 Days IG-5 585.58 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 98645.91 Day 28 12517.05 30-90 Days IG-6 2976.58 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 38664.07 Day 28 5222.33 Open IG-7 3281.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 76589.33 Day 28 3132.44 30-90 Days IG-8 2443.32 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 21313.02 Day 28 2559.11 <30 Days L-1 2778.03 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 65922.52 Day 28 8186.99 Open L-10 3019.76 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 3942.46 Day 28 539.29 <30 Days L-11 593.35 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 5197.60 Day 28 508.51 <30 Days L-2 1039.17 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 36135.83 Day 28 2955.14 91-180 Days L-3 241.87 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 91802.84 Day 28 6704.01 <30 Days L-4 13585.33 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 98002.50 Day 28 10721.84 30-90 Days L-5 13113.73 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 46819.01 Day 28 3100.50 91-180 Days L-6 273.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 40026.71 Day 28 484.71 Open L-7 1028.20 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 51214.20 Day 28 4615.15 <30 Days L-8 9698.67 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 91072.07 Day 28 4604.81 91-180 Days L-9 7801.81 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 59881.48 Day 28 4572.16 <30 Days LC-1 8495.63 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 99617.14 Day 28 14469.99 <30 Days LC-2 383.54 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 44695.39 Day 28 1566.07 30-90 Days N-1 6768.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 35573.60 Day 28 879.35 30-90 Days N-2 960.69 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 16605.11 Day 28 2187.44 Open N-3 1085.51 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 47721.18 Day 28 5852.91 Open N-4 3189.54 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 70569.50 Day 28 4991.77 Open N-5 1724.76 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 67090.91 Day 28 5072.39 91-180 Days N-6 6621.50 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 109048.28 Day 28 3249.79 <30 Days N-7 2216.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 109938.35 Day 28 11642.96 30-90 Days P-1 1514.95 No Legal