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 Pension Fund Yes 105598.23 Day 1 1362.71 91-180 Days IG-1 2527.99 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 27107.31 Day 1 91.83 Open IG-2 4324.21 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 35629.75 Day 1 1845.99 <30 Days S-1 85.01 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 22262.85 Day 1 2750.79 <30 Days S-2 1806.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 32400.63 Day 1 2774.02 <30 Days S-3 3157.29 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 298.24 Day 1 27.14 <30 Days S-4 16.67 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 85800.75 Day 1 9447.13 91-180 Days S-5 597.64 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 81114.40 Day 1 7839.23 <30 Days S-6 15747.21 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 26059.35 Day 1 682.73 91-180 Days S-7 4034.60 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 71015.56 Day 2 3750.41 Open A-0-Q 6083.72 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 93471.08 Day 2 6295.68 <30 Days A-1-Q 5181.31 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 90133.99 Day 2 3898.24 30-90 Days A-2-Q 55.36 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 92979.16 Day 2 6100.90 91-180 Days A-3-Q 10282.55 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 45259.63 Day 2 1730.50 Open A-4-Q 5256.69 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 33783.04 Day 2 2679.03 Open A-5-Q 4609.68 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 69482.92 Day 2 8178.89 91-180 Days CB-1-Q 6858.73 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 106879.33 Day 2 14059.46 91-180 Days CB-2-Q 8533.01 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 91969.25 Day 2 6421.29 30-90 Days S-1-Q 7869.77 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 83711.11 Day 2 3229.07 <30 Days S-2-Q 11159.76 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 108685.12 Day 2 1246.64 <30 Days S-3-Q 5417.40 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 24475.67 Day 2 3450.59 Open S-4-Q 4673.84 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 102372.63 Day 2 12608.68 Open CB-3-Q 5229.03 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 2322.19 Day 2 83.87 91-180 Days G-1-Q 18.68 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 80844.95 Day 2 11582.00 30-90 Days G-2-Q 9855.70 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 21514.58 Day 2 721.09 <30 Days G-3-Q 3380.81 No Risk Management