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 Retail Yes 44744.06 75 - 82 Days 4001.09 Open G-1-Q 4178.52 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 34969.38 75 - 82 Days 4904.18 <30 Days G-2-Q 6388.52 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 57279.54 75 - 82 Days 4273.94 30-90 Days G-3-Q 4653.94 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 109877.82 75 - 82 Days 6464.00 <30 Days S-5-Q 11181.64 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 489.84 75 - 82 Days 32.66 30-90 Days S-6-Q 42.56 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 76837.29 75 - 82 Days 8359.69 91-180 Days S-7-Q 5.64 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 106941.45 75 - 82 Days 224.41 <30 Days E-1-Q 7005.64 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 58096.77 75 - 82 Days 8413.02 30-90 Days E-2-Q 2347.76 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 5109.66 75 - 82 Days 78.70 <30 Days IG-1-Q 907.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 28636.94 75 - 82 Days 2428.97 91-180 Days IG-2-Q 5451.31 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 50893.17 75 - 82 Days 5452.21 30-90 Days C-1 6128.61 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 47777.27 75 - 82 Days 19.94 <30 Days CB-4 2497.21 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 1815.80 75 - 82 Days 97.40 30-90 Days E-10 207.89 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 111261.67 75 - 82 Days 11722.98 <30 Days E-3 22206.24 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 86824.11 75 - 82 Days 754.07 Open E-4 16242.40 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 38521.98 75 - 82 Days 3204.52 91-180 Days E-5 2016.68 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 81051.90 75 - 82 Days 4497.80 91-180 Days E-6 2716.92 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 107853.22 75 - 82 Days 799.53 <30 Days E-7 7347.70 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 5710.12 75 - 82 Days 21.38 91-180 Days E-8 755.17 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 91962.64 75 - 82 Days 2650.94 91-180 Days E-9 14853.10 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 34750.40 75 - 82 Days 3123.17 30-90 Days G-4 4528.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 1441.59 75 - 82 Days 135.80 <30 Days IG-3 170.71 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 100261.28 75 - 82 Days 209.94 30-90 Days IG-4 17622.18 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 50325.39 75 - 82 Days 1389.23 30-90 Days IG-5 7239.93 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 34691.56 75 - 82 Days 142.66 Open IG-6 108.00 No Finance