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 10110.48 Day 36 1108.25 30-90 Days G-3-Q 1585.97 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 77140.00 Day 36 7391.73 Open S-5-Q 12575.89 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 6351.20 Day 36 31.01 Open S-6-Q 1260.95 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 2087.61 Day 36 274.90 <30 Days S-7-Q 108.23 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 97220.82 Day 36 14264.74 30-90 Days E-1-Q 13435.06 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 88424.45 Day 36 3204.44 Open E-2-Q 17411.77 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 88058.66 Day 36 1668.05 Open IG-1-Q 9078.02 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 67099.52 Day 36 9746.84 91-180 Days IG-2-Q 587.08 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 15334.86 Day 36 1854.85 <30 Days C-1 1983.34 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 36087.49 Day 36 5043.09 <30 Days CB-4 5687.44 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 92116.62 Day 36 2850.85 Open E-10 12110.41 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 27017.23 Day 36 2151.36 Open E-3 2003.35 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 14617.79 Day 36 208.37 91-180 Days E-4 1931.36 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 55732.12 Day 36 3442.05 91-180 Days E-5 6677.51 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 34376.38 Day 36 4776.49 91-180 Days E-6 4333.85 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 97141.22 Day 36 14365.77 30-90 Days E-7 2136.54 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 78245.37 Day 36 2926.75 91-180 Days E-8 15300.40 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 49428.23 Day 36 7196.02 91-180 Days E-9 3542.85 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 16824.17 Day 36 1226.34 <30 Days G-4 2443.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 27936.95 Day 36 4083.11 30-90 Days IG-3 524.71 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 14871.70 Day 36 721.36 <30 Days IG-4 1078.74 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 85705.56 Day 36 6422.98 <30 Days IG-5 4303.96 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 75539.82 Day 36 1634.20 91-180 Days IG-6 12844.06 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 47139.78 Day 36 4024.02 <30 Days IG-7 384.93 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 108991.33 Day 36 14724.49 <30 Days IG-8 5949.91 No Finance