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 211.92 Day 20 18.98 Open Y-2 6.90 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 59194.97 Day 20 7225.21 <30 Days Y-3 9157.81 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 87533.65 Day 20 1988.21 Open Y-4 10070.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 14085.89 Day 20 215.96 <30 Days Z-1 533.37 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 108784.93 Day 20 13073.26 30-90 Days A-2 11153.35 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 15217.33 Day 20 1054.84 91-180 Days A-3 1800.54 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 44311.31 Day 20 2724.78 30-90 Days A-4 4799.41 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 65171.26 Day 20 4142.70 30-90 Days A-5 5153.17 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 94647.23 Day 20 5165.18 91-180 Days CB-1 16579.33 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 20908.02 Day 20 858.35 30-90 Days CB-2 3448.80 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 2197.02 Day 20 102.28 Open CB-3 17.90 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 78681.36 Day 20 7312.74 30-90 Days E-1 1505.46 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 40448.26 Day 20 2753.59 30-90 Days E-2 314.69 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 7344.41 Day 20 833.46 30-90 Days G-1 231.26 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 65010.98 Day 20 7636.34 30-90 Days G-2 5415.47 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 41380.15 Day 20 5177.11 91-180 Days G-3 3031.16 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 36643.77 Day 20 2087.07 91-180 Days IG-1 4532.30 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 39603.94 Day 20 295.18 Open IG-2 6643.99 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 108287.36 Day 20 14334.90 Open S-1 12766.33 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 39735.71 Day 20 1170.46 91-180 Days S-2 7911.31 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 92057.85 Day 20 5810.85 91-180 Days S-3 6313.13 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 80065.99 Day 20 2211.35 91-180 Days S-4 8976.83 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 106047.71 Day 20 11753.92 30-90 Days S-5 20781.43 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 68156.33 Day 20 2727.80 91-180 Days S-6 10787.38 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 90953.63 Day 20 13632.75 <30 Days S-7 548.82 No Risk Management