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 27283.35 Day 49 2489.75 Open S-6-Q 2413.39 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 103582.83 Day 49 14516.41 <30 Days S-7-Q 9081.75 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 88767.67 Day 49 8463.12 Open E-1-Q 14486.76 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 50732.25 Day 49 7196.64 <30 Days E-2-Q 1189.18 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 4852.25 Day 49 587.85 Open IG-1-Q 521.74 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 11916.58 Day 49 860.30 91-180 Days IG-2-Q 2052.62 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 111648.84 Day 49 13008.46 30-90 Days C-1 3992.57 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 64123.47 Day 49 5097.75 91-180 Days CB-4 1289.70 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 104493.77 Day 49 3528.01 <30 Days E-10 14586.41 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 11585.56 Day 49 1012.25 <30 Days E-3 758.31 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 76854.13 Day 49 10663.31 91-180 Days E-4 7946.38 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 31097.39 Day 49 1104.50 91-180 Days E-5 3974.54 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 49858.18 Day 49 7459.96 91-180 Days E-6 6080.95 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 104818.42 Day 49 15686.23 <30 Days E-7 4706.19 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 74666.81 Day 49 7958.04 91-180 Days E-8 10596.84 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 99432.22 Day 49 7314.66 91-180 Days E-9 9229.71 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 44520.30 Day 49 1254.76 <30 Days G-4 480.89 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 57485.22 Day 49 2903.56 Open IG-3 8653.91 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 71300.04 Day 49 2107.29 30-90 Days IG-4 4693.08 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 107345.99 Day 49 16088.10 30-90 Days IG-5 20559.79 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 28321.60 Day 49 1955.45 Open IG-6 3968.81 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 32758.50 Day 49 2986.21 <30 Days IG-7 6407.74 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 81534.58 Day 49 10969.20 91-180 Days IG-8 14676.41 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 94295.97 Day 49 2481.61 <30 Days L-1 5642.42 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 31621.61 Day 49 1568.09 91-180 Days L-10 5443.43 Yes Liberty International Finance Ltd. Legal