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 Yes 21116.74 Day 30 963.96 30-90 Days L-8 1455.87 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 74678.69 Day 30 11090.95 <30 Days L-9 13120.71 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 47381.79 Day 30 4118.34 91-180 Days LC-1 5985.51 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 37463.86 Day 30 1922.33 <30 Days LC-2 683.11 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 54036.46 Day 30 6443.07 Open N-1 3638.86 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 95881.81 Day 30 4982.22 91-180 Days N-2 18526.36 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 75948.22 Day 30 7733.68 91-180 Days N-3 5770.48 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 10570.66 Day 30 733.04 <30 Days N-4 701.20 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 46843.63 Day 30 422.10 91-180 Days N-5 6773.87 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 1478.79 Day 30 103.31 <30 Days N-6 112.79 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 65529.26 Day 30 4858.11 91-180 Days N-7 1839.09 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 70779.86 Day 30 5738.29 Open P-1 4616.61 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 69938.39 Day 30 3571.94 <30 Days P-2 6082.54 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 16607.62 Day 30 1342.64 30-90 Days S-8 1622.29 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 19258.30 Day 30 2413.69 30-90 Days Y-1 2848.03 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 90082.21 Day 30 6695.62 Open Y-2 14177.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 52129.68 Day 30 1733.49 91-180 Days Y-3 2771.43 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 92444.38 Day 30 6551.04 Open Y-4 2009.31 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 74888.22 Day 30 1035.57 Open Z-1 12582.78 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 11060.66 Day 30 1592.08 <30 Days A-2 619.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 27375.21 Day 30 1836.03 <30 Days A-3 5071.20 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 85905.91 Day 30 1118.90 30-90 Days A-4 8680.02 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 16996.69 Day 30 2278.32 <30 Days A-5 2542.19 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 65896.19 Day 30 3450.55 <30 Days CB-1 9869.79 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 27058.70 Day 30 3491.78 91-180 Days CB-2 2625.70 Yes Liberty Mortgage Services Corp. Operations