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 42697.29 Day 44 5751.35 91-180 Days S-6 6831.76 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 106119.69 Day 44 7442.51 30-90 Days S-7 3501.24 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 21665.28 Day 45 1855.60 91-180 Days A-0-Q 2474.54 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 107418.62 Day 45 3671.53 91-180 Days A-1-Q 2786.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 62765.78 Day 45 6288.81 30-90 Days A-2-Q 2063.24 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 44053.64 Day 45 1542.41 Open A-3-Q 7102.89 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 75010.63 Day 45 5159.42 91-180 Days A-4-Q 3989.21 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 8793.71 Day 45 15.07 30-90 Days A-5-Q 134.53 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 37642.46 Day 45 2286.63 91-180 Days CB-1-Q 1559.10 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 36969.32 Day 45 1746.77 30-90 Days CB-2-Q 24.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 100675.95 Day 45 9416.13 <30 Days S-1-Q 8722.66 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 52593.28 Day 45 4221.80 91-180 Days S-2-Q 6681.37 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 75118.93 Day 45 2150.69 Open S-3-Q 1558.69 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 93319.13 Day 45 6360.03 <30 Days S-4-Q 8975.24 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 25860.67 Day 45 2624.70 30-90 Days CB-3-Q 3158.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 48981.74 Day 45 148.69 Open G-1-Q 9209.76 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 95372.19 Day 45 3719.18 30-90 Days G-2-Q 9972.03 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 107956.42 Day 45 5975.30 Open G-3-Q 11775.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 1315.99 Day 45 130.00 <30 Days S-5-Q 34.28 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 59632.41 Day 45 1973.50 30-90 Days S-6-Q 5970.17 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 28436.04 Day 45 1004.30 <30 Days S-7-Q 1687.37 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 99528.88 Day 45 7421.54 91-180 Days E-1-Q 797.07 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 68854.25 Day 45 991.12 30-90 Days E-2-Q 4251.04 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 92252.35 Day 45 961.68 Open IG-1-Q 10772.40 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 27203.59 Day 45 2862.86 <30 Days IG-2-Q 322.45 Yes Liberty International Finance Ltd. Operations