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 71867.91 Day 25 8670.15 91-180 Days A-3 3730.78 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 61083.88 Day 25 2410.55 Open A-4 7030.53 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 98025.16 Day 25 11370.66 <30 Days A-5 472.72 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 100180.01 Day 25 8506.54 <30 Days CB-1 2722.76 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 109205.00 Day 25 4031.07 <30 Days CB-2 19349.55 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 85280.48 Day 25 6039.98 30-90 Days CB-3 1295.29 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 22785.00 Day 25 2469.00 30-90 Days E-1 2630.47 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 30303.74 Day 25 3716.33 30-90 Days E-2 1774.11 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 1672.57 Day 25 178.04 30-90 Days G-1 300.23 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 44126.84 Day 25 1252.20 30-90 Days G-2 4560.12 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 108129.70 Day 25 1811.71 <30 Days G-3 18856.88 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 77557.14 Day 25 4256.25 30-90 Days IG-1 10353.70 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 52908.68 Day 25 594.98 Open IG-2 9512.62 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 66652.43 Day 25 958.02 <30 Days S-1 6544.93 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 57397.48 Day 25 5119.86 Open S-2 1236.72 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 8293.82 Day 25 332.60 30-90 Days S-3 1392.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 93455.72 Day 25 10663.74 <30 Days S-4 7076.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 26069.41 Day 25 3719.74 91-180 Days S-5 1684.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 93997.22 Day 25 2179.12 Open S-6 13160.91 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 72816.52 Day 25 10904.94 Open S-7 9792.57 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 65608.06 Day 26 5782.04 Open A-0-Q 7612.04 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 64298.94 Day 26 264.22 30-90 Days A-1-Q 7065.99 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 73631.84 Day 26 648.89 91-180 Days A-2-Q 5797.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 41389.37 Day 26 467.25 91-180 Days A-3-Q 24.33 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 107750.23 Day 26 16040.57 91-180 Days A-4-Q 6417.93 No Legal