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 12781.38 Day 13 1673.97 Open S-8 1587.91 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 43877.02 Day 13 5897.97 91-180 Days Y-1 4949.65 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 85683.34 Day 13 7881.75 <30 Days Y-2 13832.12 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 109066.82 Day 13 4589.79 91-180 Days Y-3 9303.37 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 105604.01 Day 13 6700.95 <30 Days Y-4 11683.87 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 67256.00 Day 13 10073.63 91-180 Days Z-1 374.96 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 44874.57 Day 13 6265.49 <30 Days A-2 2684.52 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 5758.44 Day 13 462.31 <30 Days A-3 73.05 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 107635.30 Day 13 5598.87 91-180 Days A-4 7298.49 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 102230.44 Day 13 8167.09 30-90 Days A-5 2584.31 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 41074.24 Day 13 2640.24 Open CB-1 5890.09 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 21059.74 Day 13 1325.49 30-90 Days CB-2 3731.05 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 94815.66 Day 13 4686.82 Open CB-3 16353.86 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 106568.34 Day 13 1880.51 91-180 Days E-1 10932.52 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 38396.50 Day 13 4445.45 30-90 Days E-2 4347.01 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 68651.66 Day 13 9252.16 Open G-1 8101.13 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 43311.20 Day 13 2054.14 <30 Days G-2 6587.62 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 24847.99 Day 13 3105.82 <30 Days G-3 3020.67 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 105373.70 Day 13 10423.91 Open IG-1 17396.27 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 61007.90 Day 13 7338.83 91-180 Days IG-2 6896.35 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 60899.87 Day 13 1354.51 91-180 Days S-1 1223.97 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 110128.76 Day 13 11803.76 30-90 Days S-2 14173.27 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 13503.51 Day 13 1609.07 Open S-3 1319.30 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 112202.07 Day 13 14041.05 <30 Days S-4 14927.31 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 81729.01 Day 13 1187.11 Open S-5 10635.94 No Finance