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 16146.34 Day 40 1267.94 91-180 Days N-7 1876.82 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 108064.54 Day 40 13170.47 <30 Days P-1 18340.06 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 82352.12 Day 40 4634.35 Open P-2 1481.62 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 27016.18 Day 40 523.75 30-90 Days S-8 4130.80 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 7789.74 Day 40 341.17 91-180 Days Y-1 1323.18 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 86098.77 Day 40 9073.43 <30 Days Y-2 3659.68 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 102114.67 Day 40 10200.43 91-180 Days Y-3 18953.34 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 83430.82 Day 40 4799.68 91-180 Days Y-4 13758.09 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 97561.43 Day 40 8613.07 91-180 Days Z-1 1629.08 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 72775.56 Day 40 1424.11 30-90 Days A-2 7431.57 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 49503.75 Day 40 683.68 Open A-3 3236.04 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 112264.19 Day 40 4894.62 Open A-4 1700.35 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 56645.32 Day 40 7981.71 <30 Days A-5 3398.17 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 88854.15 Day 40 12871.97 Open CB-1 15986.64 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 40330.45 Day 40 1447.81 Open CB-2 3232.89 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 57546.85 Day 40 6998.98 91-180 Days CB-3 113.88 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 74091.72 Day 40 3408.21 91-180 Days E-1 4253.48 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 72153.65 Day 40 5435.20 Open E-2 5826.20 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 53654.64 Day 40 5910.34 <30 Days G-1 7318.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 16898.44 Day 40 273.29 91-180 Days G-2 2534.04 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 43434.36 Day 40 1316.91 <30 Days G-3 7972.79 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 46379.50 Day 40 290.91 30-90 Days IG-1 5263.69 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 20137.50 Day 40 2181.20 Open IG-2 763.96 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 50826.26 Day 40 1842.57 91-180 Days S-1 6325.38 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 94972.03 Day 40 10281.52 30-90 Days S-2 904.76 No Treasury