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 32017.59 Day 13 363.49 91-180 Days S-6 3949.88 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 44163.69 Day 13 3657.55 91-180 Days S-7 6363.68 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 57258.81 Day 14 5121.90 <30 Days A-0-Q 9771.68 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 98286.67 Day 14 9939.72 <30 Days A-1-Q 2664.48 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 14566.69 Day 14 245.33 Open A-2-Q 2264.97 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 39004.04 Day 14 3259.55 Open A-3-Q 6461.35 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 98581.67 Day 14 13082.54 91-180 Days A-4-Q 12317.30 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 51932.13 Day 14 2213.16 <30 Days A-5-Q 1206.56 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 27457.09 Day 14 3232.42 <30 Days CB-1-Q 143.01 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 19373.03 Day 14 2073.07 Open CB-2-Q 1611.54 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 15912.27 Day 14 1900.82 <30 Days S-1-Q 2103.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 34339.44 Day 14 2413.73 30-90 Days S-2-Q 6720.89 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 83643.49 Day 14 2764.40 30-90 Days S-3-Q 12603.75 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 9960.28 Day 14 885.69 <30 Days S-4-Q 1748.72 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 106355.23 Day 14 10172.12 <30 Days CB-3-Q 15428.40 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 107934.74 Day 14 130.45 Open G-1-Q 2648.03 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 77286.33 Day 14 7220.51 <30 Days G-2-Q 7694.43 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 77193.85 Day 14 6280.14 30-90 Days G-3-Q 971.24 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 26398.02 Day 14 2027.49 91-180 Days S-5-Q 262.58 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 18133.97 Day 14 2402.10 Open S-6-Q 3518.12 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 25884.33 Day 14 2251.01 91-180 Days S-7-Q 3257.68 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 66979.90 Day 14 9870.11 30-90 Days E-1-Q 8504.48 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 52583.58 Day 14 790.23 <30 Days E-2-Q 6641.09 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 57272.03 Day 14 6880.81 <30 Days IG-1-Q 4689.49 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 3428.71 Day 14 148.33 30-90 Days IG-2-Q 27.27 Yes Liberty Capital Markets Inc. Legal