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 No 51768.92 Day 44 3420.61 <30 Days CB-3-Q 3095.10 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 104515.59 Day 44 4427.01 30-90 Days G-1-Q 18002.39 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 30911.21 Day 44 4169.91 30-90 Days G-2-Q 1826.11 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 71790.01 Day 44 7254.42 91-180 Days G-3-Q 13495.63 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 27826.72 Day 44 3552.11 Open S-5-Q 753.31 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 49612.93 Day 44 2510.10 Open S-6-Q 7032.75 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 2597.30 Day 44 185.63 91-180 Days S-7-Q 386.26 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 34227.54 Day 44 4127.97 Open E-1-Q 5256.82 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 34586.61 Day 44 2216.53 <30 Days E-2-Q 4935.04 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 11957.92 Day 44 1732.44 91-180 Days IG-1-Q 1706.08 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 53392.03 Day 44 1290.20 91-180 Days IG-2-Q 3901.32 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 90766.20 Day 44 9538.30 91-180 Days C-1 7961.93 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 80929.06 Day 44 2474.23 91-180 Days CB-4 1374.98 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 37143.22 Day 44 618.03 91-180 Days E-10 5544.69 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 74255.73 Day 44 4735.56 30-90 Days E-3 9355.23 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 78729.36 Day 44 8945.96 91-180 Days E-4 6154.40 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 23105.56 Day 44 1462.17 30-90 Days E-5 519.26 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 48595.93 Day 44 1691.31 91-180 Days E-6 3025.19 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 105872.09 Day 44 11845.81 91-180 Days E-7 15377.53 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 23710.31 Day 44 2913.60 30-90 Days E-8 150.82 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 35326.16 Day 44 1676.36 91-180 Days E-9 5346.37 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 102748.56 Day 44 14814.95 91-180 Days G-4 17085.44 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 5522.48 Day 44 252.82 30-90 Days IG-3 475.73 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 75734.21 Day 44 5641.25 <30 Days IG-4 2140.60 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 55618.70 Day 44 961.13 91-180 Days IG-5 586.47 No Treasury