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 53493.07 Day 6 4764.88 Open S-4 7879.16 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 34980.28 Day 6 2012.27 <30 Days S-5 6139.75 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 12228.15 Day 6 1735.73 91-180 Days S-6 536.91 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 29122.87 Day 6 776.05 Open S-7 1525.21 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 53226.39 Day 7 3598.32 91-180 Days A-0-Q 2294.99 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 22124.14 Day 7 1663.33 91-180 Days A-1-Q 3569.82 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 18018.90 Day 7 1612.95 30-90 Days A-2-Q 2663.83 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 68252.67 Day 7 2818.97 Open A-3-Q 2250.63 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 19324.01 Day 7 486.02 91-180 Days A-4-Q 2678.90 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 1934.63 Day 7 165.84 <30 Days A-5-Q 46.55 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 50240.91 Day 7 3838.56 <30 Days CB-1-Q 4675.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 22455.36 Day 7 3325.92 Open CB-2-Q 4230.09 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 70120.05 Day 7 5911.15 91-180 Days S-1-Q 1470.25 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 60088.39 Day 7 7049.86 Open S-2-Q 9462.28 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 64098.75 Day 7 1954.42 91-180 Days S-3-Q 5055.21 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 113406.69 Day 7 13273.41 <30 Days S-4-Q 4771.58 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 87258.68 Day 7 7512.54 Open CB-3-Q 15589.53 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 39268.12 Day 7 3036.52 91-180 Days G-1-Q 5825.16 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 6956.54 Day 7 146.89 <30 Days G-2-Q 403.47 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 73186.17 Day 7 6163.11 30-90 Days G-3-Q 14222.95 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 30838.54 Day 7 4404.19 30-90 Days S-5-Q 1464.72 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 3798.69 Day 7 186.31 91-180 Days S-6-Q 338.81 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 31715.45 Day 7 1788.04 Open S-7-Q 3529.17 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 42980.17 Day 7 2829.45 30-90 Days E-1-Q 1736.51 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 34454.82 Day 7 3173.61 30-90 Days E-2-Q 4469.32 Yes Liberty International Finance Ltd. Treasury