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 33298.17 Day 10 2372.94 91-180 Days A-4-Q 6415.63 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 110275.27 Day 10 10284.96 <30 Days A-5-Q 16903.74 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 84351.76 Day 10 5966.10 30-90 Days CB-1-Q 9566.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 24333.35 Day 10 1892.96 Open CB-2-Q 2632.52 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 34879.61 Day 10 4747.03 <30 Days S-1-Q 6116.60 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 22439.41 Day 10 1690.80 <30 Days S-2-Q 3740.22 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 4661.71 Day 10 333.14 30-90 Days S-3-Q 252.13 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 1244.26 Day 10 73.01 91-180 Days S-4-Q 55.88 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 92235.67 Day 10 5339.88 <30 Days CB-3-Q 17252.35 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 81066.12 Day 10 6154.32 Open G-1-Q 6855.62 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 41917.98 Day 10 5526.64 91-180 Days G-2-Q 5826.75 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 100997.41 Day 10 11677.94 91-180 Days G-3-Q 12957.36 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 106847.06 Day 10 5153.98 30-90 Days S-5-Q 8562.06 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 111539.98 Day 10 15014.52 <30 Days S-6-Q 5376.25 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 43961.70 Day 10 6333.81 91-180 Days S-7-Q 7676.72 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 43581.15 Day 10 3894.50 91-180 Days E-1-Q 2712.46 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 634.06 Day 10 34.97 30-90 Days E-2-Q 113.77 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 89570.17 Day 10 3488.61 30-90 Days IG-1-Q 5376.81 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 82488.76 Day 10 6215.20 <30 Days IG-2-Q 13960.25 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 21204.10 Day 10 442.20 91-180 Days C-1 2765.03 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 96219.33 Day 10 4736.32 30-90 Days CB-4 11713.09 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 57600.37 Day 10 5867.96 Open E-10 2332.80 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 82316.71 Day 10 48.15 Open E-3 13865.09 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 8102.28 Day 10 295.84 91-180 Days E-4 755.16 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 74212.84 Day 10 3250.44 <30 Days E-5 1994.98 Yes Liberty Mortgage Services Corp. Operations