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 4115.92 Day 39 611.48 Open C-1 433.38 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 99661.60 Day 39 1726.76 30-90 Days CB-4 9333.07 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 53944.56 Day 39 4046.65 91-180 Days E-10 6417.21 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 96751.53 Day 39 3091.58 Open E-3 11385.94 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 86660.62 Day 39 1671.32 30-90 Days E-4 9209.82 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 5155.35 Day 39 60.88 30-90 Days E-5 372.84 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 94449.57 Day 39 4615.53 Open E-6 4674.70 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 68715.38 Day 39 6657.96 <30 Days E-7 3052.15 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 108715.13 Day 39 63.62 <30 Days E-8 9730.83 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 18295.90 Day 39 1839.88 <30 Days E-9 2067.93 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 101780.45 Day 39 11839.12 Open G-4 15621.73 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 48780.41 Day 39 2719.93 30-90 Days IG-3 6652.95 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 101292.08 Day 39 1933.53 <30 Days IG-4 16603.40 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 27081.18 Day 39 2144.80 Open IG-5 5355.99 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 16916.41 Day 39 2191.41 Open IG-6 2004.70 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 104204.27 Day 39 6692.73 <30 Days IG-7 13643.01 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 54900.64 Day 39 7900.94 91-180 Days IG-8 1016.89 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 685.02 Day 39 92.90 Open L-1 22.28 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 100017.79 Day 39 3334.58 91-180 Days L-10 11513.66 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 110672.67 Day 39 3477.08 30-90 Days L-11 20662.65 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 101436.00 Day 39 456.52 30-90 Days L-2 9215.05 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 77732.20 Day 39 8112.37 91-180 Days L-3 711.15 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 81415.25 Day 39 9214.99 <30 Days L-4 4395.02 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 30253.14 Day 39 3709.43 91-180 Days L-5 538.11 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 65682.98 Day 39 3194.01 91-180 Days L-6 6822.31 No Finance