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 22186.47 Day 6 1060.95 91-180 Days P-1 2119.18 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 85620.41 Day 6 2744.50 30-90 Days P-2 15575.86 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 10713.25 Day 6 421.22 30-90 Days S-8 1655.51 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 549.00 Day 6 13.08 <30 Days Y-1 14.98 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 12745.32 Day 6 537.21 30-90 Days Y-2 2521.67 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 63598.94 Day 6 3661.60 30-90 Days Y-3 9064.85 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 83208.68 Day 6 6626.97 91-180 Days Y-4 2990.32 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 9653.53 Day 6 1222.47 91-180 Days Z-1 609.85 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 22127.00 Day 6 1820.71 <30 Days A-2 4194.92 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 54791.08 Day 6 4295.58 Open A-3 6819.97 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 60858.46 Day 6 9012.32 <30 Days A-4 6869.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 46089.11 Day 6 4787.96 91-180 Days A-5 4816.47 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 79691.87 Day 6 10298.92 30-90 Days CB-1 15861.94 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 32582.87 Day 6 4137.96 <30 Days CB-2 2206.13 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 33905.57 Day 6 1430.23 <30 Days CB-3 1858.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 86173.70 Day 6 11809.12 Open E-1 14393.40 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 13956.88 Day 6 648.60 30-90 Days E-2 298.07 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 46250.84 Day 6 2414.57 <30 Days G-1 1091.06 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 59045.61 Day 6 4707.45 <30 Days G-2 8414.62 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 35869.75 Day 6 4556.07 91-180 Days G-3 50.38 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 56672.57 Day 6 7541.41 <30 Days IG-1 3413.68 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 15966.75 Day 6 1915.64 Open IG-2 1906.28 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 2769.43 Day 6 406.62 91-180 Days S-1 194.63 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 20645.45 Day 6 2509.94 <30 Days S-2 1140.41 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 40072.30 Day 6 1366.87 <30 Days S-3 3127.24 No Legal