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 107158.49 Day 9 9783.58 91-180 Days A-2 6197.81 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 70974.74 Day 9 5288.11 30-90 Days A-3 1828.68 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 85119.58 Day 9 6748.19 91-180 Days A-4 5991.51 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 91962.31 Day 9 12756.75 Open A-5 17844.32 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 8358.00 Day 9 752.40 30-90 Days CB-1 515.78 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 32190.92 Day 9 2607.06 <30 Days CB-2 3555.42 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 43222.66 Day 9 785.17 91-180 Days CB-3 8633.80 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 23189.08 Day 9 3098.67 Open E-1 2513.40 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 24845.46 Day 9 3346.06 <30 Days E-2 2649.56 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 33379.00 Day 9 3881.56 30-90 Days G-1 317.00 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 69068.65 Day 9 9232.01 <30 Days G-2 4427.27 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 86281.93 Day 9 6779.54 30-90 Days G-3 11229.46 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 54028.27 Day 9 5573.25 91-180 Days IG-1 6970.58 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 112668.40 Day 9 670.36 Open IG-2 1027.85 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 92841.10 Day 9 13919.64 Open S-1 12953.71 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 71538.68 Day 9 8119.77 91-180 Days S-2 4163.25 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 83646.28 Day 9 9016.20 Open S-3 5046.40 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 103346.25 Day 9 7103.47 <30 Days S-4 17447.14 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 32807.03 Day 9 3489.79 30-90 Days S-5 3180.51 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 28704.56 Day 9 494.97 91-180 Days S-6 1658.91 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 65592.92 Day 9 1901.86 91-180 Days S-7 11655.46 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 69337.54 Day 10 4593.48 91-180 Days A-0-Q 106.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 109964.33 Day 10 3872.61 91-180 Days A-1-Q 14609.85 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 48127.82 Day 10 3278.66 Open A-2-Q 8097.99 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 21546.08 Day 10 298.17 91-180 Days A-3-Q 2120.59 Yes Liberty Capital Markets Inc. Finance