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 98175.15 Day 7 14679.34 Open A-5 13692.38 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 65820.55 Day 7 355.49 <30 Days CB-1 4943.37 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 31370.57 Day 7 1447.56 <30 Days CB-2 2111.86 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 85699.14 Day 7 4658.74 <30 Days CB-3 7200.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 2392.98 Day 7 12.41 91-180 Days E-1 85.57 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 84319.75 Day 7 2010.22 Open E-2 9873.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 7366.99 Day 7 214.56 Open G-1 111.08 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 2580.57 Day 7 248.00 <30 Days G-2 150.71 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 44143.83 Day 7 2753.90 30-90 Days G-3 7486.70 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 75051.09 Day 7 6605.99 91-180 Days IG-1 1510.77 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 5750.06 Day 7 196.06 Open IG-2 886.04 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 19735.45 Day 7 2665.47 <30 Days S-1 1289.91 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 43909.83 Day 7 5817.14 Open S-2 8232.36 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 76084.15 Day 7 3402.89 30-90 Days S-3 4026.89 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 102961.76 Day 7 7944.98 91-180 Days S-4 7395.44 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 28967.17 Day 7 1547.54 91-180 Days S-5 1665.19 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 71317.56 Day 7 10329.50 Open S-6 1189.45 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 98212.74 Day 7 13737.11 91-180 Days S-7 14626.89 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 33039.96 Day 8 3478.60 <30 Days A-0-Q 1928.86 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 74550.37 Day 8 7366.58 <30 Days A-1-Q 1023.73 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 82001.37 Day 8 6579.07 Open A-2-Q 12885.85 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 29924.30 Day 8 3013.38 <30 Days A-3-Q 1362.98 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 79566.12 Day 8 8555.23 30-90 Days A-4-Q 12995.66 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 45084.52 Day 8 2378.85 <30 Days A-5-Q 4239.34 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 40323.84 Day 8 1798.76 <30 Days CB-1-Q 4217.40 Yes Liberty Mortgage Services Corp. Treasury