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 18020.90 Day 20 479.30 30-90 Days G-2-Q 1970.63 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 28633.26 Day 20 2294.69 91-180 Days G-3-Q 1962.08 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 27152.45 Day 20 1319.05 <30 Days S-5-Q 4796.67 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 55063.20 Day 20 196.43 <30 Days S-6-Q 2143.19 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 5806.29 Day 20 134.16 91-180 Days S-7-Q 752.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 86816.95 Day 20 268.06 <30 Days E-1-Q 14547.13 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 78738.94 Day 20 11781.85 <30 Days E-2-Q 61.85 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 14199.30 Day 20 1050.17 30-90 Days IG-1-Q 1813.11 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 74997.51 Day 20 10683.46 30-90 Days IG-2-Q 14809.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 69034.26 Day 20 5740.18 30-90 Days C-1 3911.75 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 474.39 Day 20 24.69 91-180 Days CB-4 90.99 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 3106.80 Day 20 398.50 <30 Days E-10 393.42 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 11624.64 Day 20 1495.25 30-90 Days E-3 810.22 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 84300.54 Day 20 3032.04 <30 Days E-4 3337.23 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 62238.24 Day 20 6284.23 <30 Days E-5 11743.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 64732.39 Day 20 1907.74 Open E-6 9761.18 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 79287.83 Day 20 3406.88 <30 Days E-7 6571.64 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 107190.89 Day 20 9638.92 91-180 Days E-8 1334.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 13279.99 Day 20 249.97 Open E-9 1044.78 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 10978.07 Day 20 1109.15 91-180 Days G-4 81.97 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 39110.61 Day 20 2274.83 <30 Days IG-3 3393.60 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 85536.46 Day 20 10714.36 91-180 Days IG-4 12511.96 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 670.79 Day 20 17.22 <30 Days IG-5 66.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 74150.00 Day 20 6179.54 Open IG-6 81.58 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 26016.38 Day 20 3383.77 30-90 Days IG-7 4641.67 Yes Liberty Mortgage Services Corp. Legal