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 52640.12 Day 48 2775.57 30-90 Days CB-1-Q 6650.31 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 42689.86 Day 48 2031.41 Open CB-2-Q 7958.31 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 12006.48 Day 48 918.01 30-90 Days S-1-Q 536.78 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 75104.50 Day 48 4119.88 Open S-2-Q 11538.13 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 51916.36 Day 48 1444.04 91-180 Days S-3-Q 8894.12 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 50560.29 Day 48 5528.29 30-90 Days S-4-Q 1881.87 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 69057.27 Day 48 6961.73 <30 Days CB-3-Q 9331.07 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 12839.04 Day 48 65.77 91-180 Days G-1-Q 1669.89 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 101920.91 Day 48 168.69 <30 Days G-2-Q 16301.46 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 53091.18 Day 48 1835.30 91-180 Days G-3-Q 7526.00 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 36037.52 Day 48 4904.14 <30 Days S-5-Q 36.94 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 74734.85 Day 48 5520.66 30-90 Days S-6-Q 13902.47 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 105415.98 Day 48 5216.49 91-180 Days S-7-Q 14615.62 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 30797.43 Day 48 2602.02 Open E-1-Q 5020.89 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 49547.15 Day 48 2428.21 Open E-2-Q 5837.14 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 9038.85 Day 48 345.44 30-90 Days IG-1-Q 38.36 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 88254.66 Day 48 9457.64 Open IG-2-Q 7488.65 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 5646.00 Day 48 468.41 <30 Days C-1 952.59 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 32513.41 Day 48 2777.13 Open CB-4 1133.71 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 70203.63 Day 48 4108.93 91-180 Days E-10 12242.13 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 112021.26 Day 48 2870.75 <30 Days E-3 12419.57 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 84133.21 Day 48 12065.92 91-180 Days E-4 13044.98 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 11960.48 Day 48 1170.20 Open E-5 1345.09 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 69568.38 Day 48 8313.23 Open E-6 5383.55 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 61144.72 Day 48 1075.16 <30 Days E-7 6231.86 Yes Liberty Capital Markets Inc. Risk Management