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 No 41995.29 Day 5 5253.43 Open CB-3 632.41 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 58030.30 Day 5 6969.69 91-180 Days E-1 5862.36 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 65451.01 Day 5 2166.77 91-180 Days E-2 2097.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 12609.18 Day 5 1688.85 <30 Days G-1 2307.60 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 64780.01 Day 5 2774.86 30-90 Days G-2 918.35 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 95581.42 Day 5 923.97 <30 Days G-3 17109.06 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 20176.79 Day 5 295.51 30-90 Days IG-1 792.56 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 71041.20 Day 5 6619.04 30-90 Days IG-2 9735.32 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 19490.26 Day 5 1811.80 91-180 Days S-1 1805.95 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 58745.67 Day 5 5996.68 <30 Days S-2 2847.00 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 82345.21 Day 5 6892.74 91-180 Days S-3 12802.47 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 63552.30 Day 5 573.51 <30 Days S-4 4912.81 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 43936.45 Day 5 2700.60 30-90 Days S-5 3752.58 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 64260.02 Day 5 753.66 30-90 Days S-6 10242.47 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 106147.99 Day 5 3024.37 91-180 Days S-7 19034.15 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 109683.70 Day 6 212.87 91-180 Days A-0-Q 20645.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 64035.31 Day 6 6879.48 91-180 Days A-1-Q 2445.42 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 27480.42 Day 6 3606.14 91-180 Days A-2-Q 2260.94 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 91806.20 Day 6 7903.94 30-90 Days A-3-Q 13364.32 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 113599.33 Day 6 7229.98 91-180 Days A-4-Q 5497.46 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 16282.58 Day 6 1807.94 30-90 Days A-5-Q 1352.71 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 96731.42 Day 6 270.77 91-180 Days CB-1-Q 11801.03 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 55159.26 Day 6 4198.66 Open CB-2-Q 2212.72 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 99608.72 Day 6 13740.23 <30 Days S-1-Q 15323.61 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 102760.50 Day 6 14238.80 91-180 Days S-2-Q 5003.14 Yes Liberty Capital Markets Inc. Risk Management