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 12928.16 Day 22 1686.80 Open S-5 2506.38 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 35108.40 Day 22 4631.61 <30 Days S-6 12.14 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 38524.94 Day 22 4849.70 30-90 Days S-7 5245.88 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 89923.15 Day 23 2084.28 30-90 Days A-0-Q 13642.82 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 37478.12 Day 23 1686.08 30-90 Days A-1-Q 6514.91 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 48648.07 Day 23 2221.88 91-180 Days A-2-Q 5817.63 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 35889.28 Day 23 2212.67 91-180 Days A-3-Q 704.84 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 107131.23 Day 23 6047.74 <30 Days A-4-Q 9752.53 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 58990.79 Day 23 6303.41 91-180 Days A-5-Q 6343.55 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 97922.85 Day 23 4773.71 30-90 Days CB-1-Q 10540.85 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 72739.63 Day 23 7401.29 Open CB-2-Q 1604.11 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 75402.21 Day 23 3437.45 Open S-1-Q 7956.67 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 12832.70 Day 23 0.63 Open S-2-Q 1837.29 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 10362.48 Day 23 1433.66 <30 Days S-3-Q 691.66 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 34083.85 Day 23 3692.61 91-180 Days S-4-Q 4129.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 32994.19 Day 23 3341.77 <30 Days CB-3-Q 5714.98 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 99436.50 Day 23 8679.89 <30 Days G-1-Q 7287.61 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 60936.76 Day 23 2335.80 Open G-2-Q 8625.86 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 107669.58 Day 23 7337.33 91-180 Days G-3-Q 11408.93 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 107850.94 Day 23 8159.38 91-180 Days S-5-Q 2391.61 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 104565.39 Day 23 11400.21 <30 Days S-6-Q 15517.93 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 108904.06 Day 23 14499.77 91-180 Days S-7-Q 3802.84 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 81527.80 Day 23 5187.74 30-90 Days E-1-Q 6553.24 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 105376.58 Day 23 7165.34 30-90 Days E-2-Q 5134.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 71726.91 Day 23 4412.26 Open IG-1-Q 6190.07 No Operations