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 40487.75 Day 30 5172.20 Open CB-3 1913.50 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 93506.92 Day 30 5257.87 30-90 Days E-1 9341.62 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 36175.13 Day 30 633.71 Open E-2 4410.58 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 52869.60 Day 30 825.29 91-180 Days G-1 8524.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 40256.38 Day 30 3760.08 91-180 Days G-2 462.37 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 25220.84 Day 30 3421.58 91-180 Days G-3 1881.98 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 102157.56 Day 30 6546.62 Open IG-1 9245.71 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 34250.60 Day 30 3736.21 Open IG-2 3148.21 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 9918.66 Day 30 208.41 30-90 Days S-1 1612.32 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 10801.99 Day 30 1436.33 30-90 Days S-2 2029.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 72150.21 Day 30 3222.85 91-180 Days S-3 9471.46 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 49996.77 Day 30 1667.90 30-90 Days S-4 3856.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 40595.36 Day 30 726.88 Open S-5 6384.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 90491.32 Day 30 12770.51 Open S-6 16003.19 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 92831.13 Day 30 6764.87 91-180 Days S-7 1121.60 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 8525.10 Day 31 886.38 Open A-0-Q 487.94 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 47837.02 Day 31 1791.68 <30 Days A-1-Q 345.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 44317.31 Day 31 2263.73 <30 Days A-2-Q 481.92 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 89490.88 Day 31 5849.52 30-90 Days A-3-Q 1235.84 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 90184.45 Day 31 7030.52 91-180 Days A-4-Q 15559.24 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 86970.97 Day 31 13012.37 Open A-5-Q 9400.66 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 22899.80 Day 31 3244.90 91-180 Days CB-1-Q 1186.98 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 35623.77 Day 31 55.58 30-90 Days CB-2-Q 4292.48 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 26411.15 Day 31 1850.32 30-90 Days S-1-Q 3758.23 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 33986.50 Day 31 3026.14 Open S-2-Q 4603.16 No Finance