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 94556.20 Day 43 11722.02 91-180 Days A-1-Q 4648.30 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 16518.74 Day 43 742.55 <30 Days A-2-Q 382.72 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 75487.83 Day 43 4883.51 30-90 Days A-3-Q 8438.55 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 28177.44 Day 43 1851.71 <30 Days A-4-Q 2607.62 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 13056.47 Day 43 307.48 Open A-5-Q 556.58 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 111738.77 Day 43 2887.81 30-90 Days CB-1-Q 18986.88 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 109147.53 Day 43 6309.68 <30 Days CB-2-Q 8242.77 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 86593.34 Day 43 7355.88 91-180 Days S-1-Q 15864.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 10853.42 Day 43 281.51 30-90 Days S-2-Q 68.21 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 50802.02 Day 43 5028.54 <30 Days S-3-Q 1488.26 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 46558.49 Day 43 137.22 Open S-4-Q 523.33 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 97740.53 Day 43 11478.50 91-180 Days CB-3-Q 8694.92 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 14593.34 Day 43 1075.14 30-90 Days G-1-Q 109.24 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 62864.71 Day 43 5283.44 30-90 Days G-2-Q 6167.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 54344.48 Day 43 6953.88 91-180 Days G-3-Q 9746.23 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 91230.78 Day 43 3092.44 <30 Days S-5-Q 1975.76 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 11400.56 Day 43 226.23 <30 Days S-6-Q 1821.69 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 26399.30 Day 43 1257.86 Open S-7-Q 2575.60 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 73313.55 Day 43 633.38 <30 Days E-1-Q 5194.85 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 96526.93 Day 43 5951.35 91-180 Days E-2-Q 19078.27 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 29621.50 Day 43 3849.62 <30 Days IG-1-Q 3831.61 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 17065.69 Day 43 711.69 Open IG-2-Q 74.89 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 52953.73 Day 43 4845.86 <30 Days C-1 9917.53 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 1728.07 Day 43 137.07 <30 Days CB-4 162.90 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 32814.17 Day 43 4485.30 Open E-10 2702.41 Yes Liberty International Finance Ltd. Operations