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 66358.88 Day 32 2091.22 30-90 Days E-7 3645.27 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 96327.65 Day 32 5300.19 91-180 Days E-8 9525.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 15519.04 Day 32 225.60 <30 Days E-9 1721.71 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 96443.86 Day 32 312.27 <30 Days G-4 3937.95 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 55611.57 Day 32 5708.88 30-90 Days IG-3 2326.61 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 92711.46 Day 32 245.77 Open IG-4 2874.78 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 105674.05 Day 32 8067.90 <30 Days IG-5 7033.01 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 62034.42 Day 32 5812.84 30-90 Days IG-6 2528.37 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 7297.72 Day 32 1002.87 30-90 Days IG-7 1094.41 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 98558.32 Day 32 1559.57 Open IG-8 6268.55 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 53492.51 Day 32 5000.31 <30 Days L-1 10591.55 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 99356.71 Day 32 8650.24 91-180 Days L-10 9796.88 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 11610.26 Day 32 323.19 91-180 Days L-11 506.19 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 59636.27 Day 32 3180.46 <30 Days L-2 7031.46 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 68426.60 Day 32 4216.18 <30 Days L-3 13630.40 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 55332.38 Day 32 4387.41 91-180 Days L-4 2512.41 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 39992.19 Day 32 3791.86 91-180 Days L-5 5772.37 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 16401.87 Day 32 612.63 91-180 Days L-6 1161.75 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 20686.45 Day 32 827.38 Open L-7 2392.20 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 34601.91 Day 32 3128.18 Open L-8 4105.81 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 94785.94 Day 32 982.35 91-180 Days L-9 3385.30 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 48877.16 Day 32 2572.24 91-180 Days LC-1 97.70 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 41663.41 Day 32 1738.20 30-90 Days LC-2 4439.47 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 29706.99 Day 32 2015.23 91-180 Days N-1 4885.94 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 63496.18 Day 32 3353.57 <30 Days N-2 6112.44 Yes Liberty International Finance Ltd. Treasury