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 70697.78 Day 42 4107.85 <30 Days IG-2 4781.49 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 92366.19 Day 42 2971.79 91-180 Days S-1 3870.01 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 33281.17 Day 42 2928.85 91-180 Days S-2 6105.02 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 91641.90 Day 42 4743.88 Open S-3 15198.92 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 31387.77 Day 42 3477.49 <30 Days S-4 3302.66 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 89553.68 Day 42 3189.84 <30 Days S-5 9127.27 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 50099.38 Day 42 5789.30 30-90 Days S-6 3910.79 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 74212.21 Day 42 1517.33 30-90 Days S-7 1167.94 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 60041.31 Day 43 127.24 Open A-0-Q 8046.03 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 32832.33 Day 43 1878.57 30-90 Days A-1-Q 4954.83 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 8435.38 Day 43 389.09 <30 Days A-2-Q 1465.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 8900.68 Day 43 236.91 30-90 Days A-3-Q 35.53 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 101495.83 Day 43 6015.51 30-90 Days A-4-Q 609.47 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 43996.06 Day 43 6217.16 <30 Days A-5-Q 2392.45 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 40329.85 Day 43 3308.90 30-90 Days CB-1-Q 1720.50 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 95906.83 Day 43 5392.70 Open CB-2-Q 13946.05 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 108574.69 Day 43 13750.54 30-90 Days S-1-Q 15385.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 109390.69 Day 43 11514.84 Open S-2-Q 5324.86 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 836.55 Day 43 88.67 91-180 Days S-3-Q 59.01 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 83994.04 Day 43 3764.62 Open S-4-Q 13195.89 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 56852.43 Day 43 6117.91 30-90 Days CB-3-Q 4695.69 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 7441.41 Day 43 1061.55 91-180 Days G-1-Q 258.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 9302.25 Day 43 390.14 <30 Days G-2-Q 273.07 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 25027.93 Day 43 3197.76 30-90 Days G-3-Q 2060.22 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 90974.67 Day 43 11659.47 <30 Days S-5-Q 1072.44 No Finance