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 71562.44 Day 28 10584.78 30-90 Days S-5 3382.50 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 18065.81 Day 28 411.56 91-180 Days S-6 3088.33 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 97684.76 Day 28 3225.94 Open S-7 10718.17 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 100398.67 Day 29 1981.95 Open A-0-Q 7251.57 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 18262.97 Day 29 970.75 91-180 Days A-1-Q 346.72 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 3499.40 Day 29 110.29 <30 Days A-2-Q 62.63 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 27905.69 Day 29 1486.09 30-90 Days A-3-Q 640.43 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 53186.54 Day 29 7538.74 Open A-4-Q 7389.85 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 76446.61 Day 29 4181.99 Open A-5-Q 14407.10 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 32142.77 Day 29 513.17 Open CB-1-Q 5352.47 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 78431.80 Day 29 9906.35 Open CB-2-Q 10878.52 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 85326.53 Day 29 2853.33 30-90 Days S-1-Q 33.30 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 2599.54 Day 29 191.20 Open S-2-Q 13.12 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 24513.84 Day 29 1033.16 91-180 Days S-3-Q 540.86 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 68474.95 Day 29 8585.54 Open S-4-Q 6157.05 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 521.93 Day 29 13.96 30-90 Days CB-3-Q 101.68 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 27245.03 Day 29 3083.25 <30 Days G-1-Q 4967.98 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 52864.27 Day 29 6100.98 91-180 Days G-2-Q 5202.40 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 1706.78 Day 29 68.39 <30 Days G-3-Q 289.15 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 7338.40 Day 29 1050.91 30-90 Days S-5-Q 842.36 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 3811.30 Day 29 96.05 30-90 Days S-6-Q 367.91 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 50256.23 Day 29 4828.46 Open S-7-Q 7552.60 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 80264.43 Day 29 44.22 Open E-1-Q 600.36 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 69774.27 Day 29 8364.05 Open E-2-Q 13664.57 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 53085.66 Day 29 6705.42 Open IG-1-Q 7737.86 Yes Liberty International Finance Ltd. Operations