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 52272.46 Day 24 5810.51 <30 Days S-1-Q 5391.26 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 15333.69 Day 24 1844.61 <30 Days S-2-Q 675.32 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 64597.85 Day 24 7521.49 30-90 Days S-3-Q 6143.89 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 93457.64 Day 24 6246.30 91-180 Days S-4-Q 1202.74 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 68526.95 Day 24 5409.11 30-90 Days CB-3-Q 4139.82 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 73945.88 Day 24 3889.54 <30 Days G-1-Q 9392.71 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 82324.74 Day 24 7609.01 30-90 Days G-2-Q 12232.78 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 24783.04 Day 24 3191.47 30-90 Days G-3-Q 1304.84 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 107852.71 Day 24 13573.79 30-90 Days S-5-Q 7277.84 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 19635.25 Day 24 1798.30 Open S-6-Q 1943.72 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 90033.27 Day 24 11477.16 91-180 Days S-7-Q 3717.81 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 86856.31 Day 24 10912.23 91-180 Days E-1-Q 913.23 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 86793.83 Day 24 1751.16 Open E-2-Q 13391.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 31406.96 Day 24 1326.58 30-90 Days IG-1-Q 2703.03 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 105298.41 Day 24 13764.56 30-90 Days IG-2-Q 19772.38 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 55558.64 Day 24 2835.98 91-180 Days C-1 8447.20 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 67882.04 Day 24 3537.30 91-180 Days CB-4 1823.73 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 4129.99 Day 24 253.74 <30 Days E-10 356.27 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 29691.90 Day 24 2256.51 91-180 Days E-3 3718.94 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 80442.16 Day 24 4800.90 30-90 Days E-4 13578.11 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 68375.44 Day 24 2951.01 Open E-5 110.62 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 109936.72 Day 24 15431.33 <30 Days E-6 2168.51 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 3841.30 Day 24 419.60 <30 Days E-7 683.42 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 73411.77 Day 24 9971.61 91-180 Days E-8 6023.21 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 98062.08 Day 24 12188.53 30-90 Days E-9 18278.82 Yes Liberty Capital Markets Inc. Risk Management