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 100295.11 Day 9 14019.77 Open S-7-Q 827.46 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 16000.40 Day 9 10.72 Open E-1-Q 614.21 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 17128.59 Day 9 996.67 Open E-2-Q 3085.50 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 109679.63 Day 9 14013.49 Open IG-1-Q 7518.23 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 3576.68 Day 9 463.89 91-180 Days IG-2-Q 315.96 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 6324.59 Day 9 912.65 91-180 Days C-1 1072.56 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 48877.37 Day 9 5648.70 30-90 Days CB-4 2211.18 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 69951.43 Day 9 8926.93 Open E-10 4770.83 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 65080.97 Day 9 5558.06 Open E-3 2227.07 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 113187.05 Day 9 8115.72 Open E-4 6028.36 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 73652.98 Day 9 1616.61 30-90 Days E-5 3580.09 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 4710.41 Day 9 188.22 91-180 Days E-6 393.55 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 70905.32 Day 9 8609.18 30-90 Days E-7 6423.03 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 11843.41 Day 9 1365.69 Open E-8 230.01 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 56686.33 Day 9 6206.64 91-180 Days E-9 5535.19 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 65201.04 Day 9 5404.65 30-90 Days G-4 771.47 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 67364.03 Day 9 2623.77 <30 Days IG-3 1921.39 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 11847.04 Day 9 1294.45 Open IG-4 785.09 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 42821.13 Day 9 1028.92 Open IG-5 2100.09 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 85935.83 Day 9 1051.28 30-90 Days IG-6 5776.88 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 10806.33 Day 9 473.68 Open IG-7 1464.36 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 38260.69 Day 9 5058.94 <30 Days IG-8 1594.75 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 107926.02 Day 9 2925.24 30-90 Days L-1 12843.47 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 10888.34 Day 9 518.22 <30 Days L-10 565.58 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 63084.87 Day 9 1550.13 91-180 Days L-11 10734.89 Yes Liberty Capital Markets Inc. Finance