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 107514.99 Day 40 13895.23 Open S-3 17132.70 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 25238.75 Day 40 548.10 30-90 Days S-4 3057.97 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 44292.57 Day 40 247.59 Open S-5 947.08 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 92327.34 Day 40 11994.24 <30 Days S-6 705.14 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 55828.92 Day 40 6903.29 Open S-7 10363.62 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 68361.18 Day 41 3266.97 91-180 Days A-0-Q 6657.88 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 6405.37 Day 41 944.88 Open A-1-Q 577.56 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 34592.37 Day 41 2064.31 Open A-2-Q 4618.20 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 107335.20 Day 41 11803.33 Open A-3-Q 8187.49 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 935.83 Day 41 107.04 30-90 Days A-4-Q 132.65 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 54282.36 Day 41 3694.48 <30 Days A-5-Q 8179.01 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 106706.97 Day 41 5783.17 <30 Days CB-1-Q 13335.24 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 41983.97 Day 41 2840.22 <30 Days CB-2-Q 8259.55 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 2131.17 Day 41 172.94 30-90 Days S-1-Q 127.02 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 1274.34 Day 41 88.81 <30 Days S-2-Q 22.95 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 6094.63 Day 41 451.59 91-180 Days S-3-Q 1145.04 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 4955.69 Day 41 638.22 <30 Days S-4-Q 740.83 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 105621.13 Day 41 1817.54 Open CB-3-Q 4814.66 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 4137.03 Day 41 6.32 Open G-1-Q 89.32 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 52662.39 Day 41 2887.58 30-90 Days G-2-Q 3809.49 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 2068.24 Day 41 216.17 <30 Days G-3-Q 139.66 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 32880.83 Day 41 1900.49 <30 Days S-5-Q 4233.05 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 76775.78 Day 41 9780.50 <30 Days S-6-Q 139.21 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 18013.49 Day 41 114.89 Open S-7-Q 2695.08 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 102324.92 Day 41 5102.77 <30 Days E-1-Q 12727.47 Yes Liberty Mortgage Services Corp. Treasury