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 35832.63 Day 30 5333.14 30-90 Days S-1-Q 4353.60 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 80699.59 Day 30 8204.42 91-180 Days S-2-Q 6718.66 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 101732.99 Day 30 7022.56 91-180 Days S-3-Q 5988.10 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 48370.16 Day 30 4778.17 <30 Days S-4-Q 8337.29 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 31010.67 Day 30 3388.18 30-90 Days CB-3-Q 3808.93 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 22231.71 Day 30 688.97 30-90 Days G-1-Q 649.39 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 1478.40 Day 30 96.88 30-90 Days G-2-Q 46.13 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 100335.97 Day 30 10409.38 30-90 Days G-3-Q 7675.10 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 87287.03 Day 30 1058.64 91-180 Days S-5-Q 6011.29 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 83575.19 Day 30 6145.04 <30 Days S-6-Q 8481.30 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 93620.71 Day 30 13224.58 30-90 Days S-7-Q 12091.15 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 85793.15 Day 30 6432.85 91-180 Days E-1-Q 6524.49 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 85438.54 Day 30 9060.15 Open E-2-Q 3787.81 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 71680.59 Day 30 6006.48 Open IG-1-Q 1808.36 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 78079.45 Day 30 9879.10 91-180 Days IG-2-Q 6113.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 82356.47 Day 30 6793.08 91-180 Days C-1 4990.71 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 18763.20 Day 30 596.57 30-90 Days CB-4 1784.54 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 86350.39 Day 30 893.16 30-90 Days E-10 12879.45 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 28561.77 Day 30 2498.94 Open E-3 2202.31 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 99292.85 Day 30 11673.24 30-90 Days E-4 18429.82 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 105853.50 Day 30 7550.68 91-180 Days E-5 1090.05 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 100166.24 Day 30 7182.60 <30 Days E-6 13549.27 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 103027.03 Day 30 12475.54 30-90 Days E-7 7716.51 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 7532.36 Day 30 649.79 <30 Days E-8 24.44 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 92426.16 Day 30 6406.40 <30 Days E-9 5121.49 No Operations