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 81261.69 Day 34 11626.97 <30 Days A-2-Q 14310.92 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 83658.86 Day 34 10980.14 Open A-3-Q 7951.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 92065.05 Day 34 5246.94 91-180 Days A-4-Q 7694.22 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 9833.82 Day 34 972.33 <30 Days A-5-Q 798.74 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 46357.95 Day 34 3810.30 91-180 Days CB-1-Q 3075.80 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 76522.58 Day 34 10018.04 30-90 Days CB-2-Q 7730.80 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 38435.60 Day 34 5545.04 <30 Days S-1-Q 3607.93 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 13756.25 Day 34 1212.84 91-180 Days S-2-Q 1495.37 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 36417.71 Day 34 4227.99 Open S-3-Q 2211.88 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 6266.80 Day 34 97.67 <30 Days S-4-Q 966.13 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 87671.60 Day 34 10323.14 Open CB-3-Q 16679.12 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 37754.63 Day 34 5314.27 <30 Days G-1-Q 2187.85 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 45773.27 Day 34 2037.41 30-90 Days G-2-Q 6763.55 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 7047.44 Day 34 612.87 30-90 Days G-3-Q 1218.66 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 3209.36 Day 34 255.71 30-90 Days S-5-Q 270.61 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 27547.20 Day 34 1315.63 91-180 Days S-6-Q 4016.44 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 67983.93 Day 34 7443.32 <30 Days S-7-Q 10073.68 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 110198.26 Day 34 432.32 Open E-1-Q 7042.55 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 112931.74 Day 34 3017.43 Open E-2-Q 19993.07 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 42127.77 Day 34 5740.60 <30 Days IG-1-Q 2233.02 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 83282.09 Day 34 2113.79 <30 Days IG-2-Q 7395.12 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 77095.22 Day 34 9327.05 Open C-1 10862.63 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 20340.78 Day 34 2169.61 30-90 Days CB-4 719.34 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 9429.30 Day 34 624.54 Open E-10 875.93 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 87879.87 Day 34 4225.48 30-90 Days E-3 9199.95 Yes Liberty International Finance Ltd. Risk Management