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 91442.85 Day 46 3100.35 30-90 Days S-2-Q 12078.47 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 54816.65 Day 46 3676.07 30-90 Days S-3-Q 8839.23 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 5031.59 Day 46 278.05 <30 Days S-4-Q 412.47 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 63143.43 Day 46 8370.15 <30 Days CB-3-Q 10502.44 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 38573.66 Day 46 5710.37 30-90 Days G-1-Q 1963.31 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 36581.79 Day 46 535.93 30-90 Days G-2-Q 1316.73 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 6303.15 Day 46 278.94 <30 Days G-3-Q 1074.37 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 40711.91 Day 46 5265.07 30-90 Days S-5-Q 1833.08 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 66418.27 Day 46 9607.43 91-180 Days S-6-Q 13176.22 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 107186.16 Day 46 11585.85 30-90 Days S-7-Q 18130.08 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 105338.78 Day 46 2531.76 30-90 Days E-1-Q 14358.61 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 37749.42 Day 46 4445.27 91-180 Days E-2-Q 4545.55 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 47030.14 Day 46 932.80 30-90 Days IG-1-Q 3974.60 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 37843.34 Day 46 638.01 30-90 Days IG-2-Q 2397.58 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 2651.39 Day 46 314.36 30-90 Days C-1 108.42 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 1430.40 Day 46 128.69 <30 Days CB-4 179.46 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 24157.38 Day 46 2413.77 Open E-10 4386.30 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 37326.86 Day 46 1730.52 <30 Days E-3 3776.86 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 89918.18 Day 46 4709.58 Open E-4 13465.69 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 70337.63 Day 46 4267.51 Open E-5 3995.35 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 78879.47 Day 46 10985.15 91-180 Days E-6 15345.12 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 84222.54 Day 46 4013.08 <30 Days E-7 6532.18 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 78164.55 Day 46 4576.08 30-90 Days E-8 14540.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 12469.66 Day 46 1831.16 91-180 Days E-9 2044.64 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 35525.60 Day 46 1601.55 <30 Days G-4 3720.52 Yes Liberty Capital Markets Inc. Operations