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 53536.78 Day 15 3792.52 30-90 Days S-3 6182.71 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 80302.47 Day 15 6310.92 30-90 Days S-4 14963.53 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 27055.03 Day 15 2436.83 30-90 Days S-5 4285.89 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 10338.68 Day 15 818.49 91-180 Days S-6 1607.80 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 8747.26 Day 15 888.22 Open S-7 705.59 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 5727.82 Day 16 5.11 Open A-0-Q 645.13 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 42330.35 Day 16 2205.95 <30 Days A-1-Q 2501.18 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 93611.69 Day 16 2361.16 91-180 Days A-2-Q 7008.29 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 7157.32 Day 16 167.45 30-90 Days A-3-Q 1278.01 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 93856.42 Day 16 7358.68 91-180 Days A-4-Q 12140.85 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 46150.59 Day 16 5682.34 30-90 Days A-5-Q 7219.79 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 1588.44 Day 16 141.72 30-90 Days CB-1-Q 143.37 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 84360.68 Day 16 6962.97 <30 Days CB-2-Q 15750.84 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 74388.26 Day 16 10274.01 91-180 Days S-1-Q 8171.78 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 93848.53 Day 16 13091.91 30-90 Days S-2-Q 10599.96 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 15366.91 Day 16 1144.58 <30 Days S-3-Q 451.35 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 42047.37 Day 16 1531.70 30-90 Days S-4-Q 4642.06 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 95923.76 Day 16 6937.29 30-90 Days CB-3-Q 7128.83 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 79977.25 Day 16 5053.63 91-180 Days G-1-Q 12956.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 54157.53 Day 16 1119.41 <30 Days G-2-Q 9894.66 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 18555.36 Day 16 1365.81 30-90 Days G-3-Q 126.32 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 21150.59 Day 16 1925.63 <30 Days S-5-Q 2510.82 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 36452.27 Day 16 2526.55 Open S-6-Q 707.52 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 14798.76 Day 16 725.28 30-90 Days S-7-Q 2523.78 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 74419.63 Day 16 8721.70 Open E-1-Q 2477.43 No Risk Management