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 109873.33 Day 46 4407.31 <30 Days E-1 5735.39 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 83711.05 Day 46 9326.64 <30 Days E-2 5426.51 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 87317.54 Day 46 2233.79 91-180 Days G-1 7766.38 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 7088.38 Day 46 118.82 91-180 Days G-2 585.59 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 95877.78 Day 46 14236.77 30-90 Days G-3 18494.77 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 4672.61 Day 46 628.52 <30 Days IG-1 767.09 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 5251.61 Day 46 503.05 91-180 Days IG-2 902.92 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 53968.06 Day 46 3458.38 <30 Days S-1 1071.43 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 36778.46 Day 46 3092.74 Open S-2 3833.83 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 48836.30 Day 46 1045.25 <30 Days S-3 2906.99 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 25354.84 Day 46 3569.80 Open S-4 1136.32 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 50951.47 Day 46 3238.03 30-90 Days S-5 6235.04 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 99881.63 Day 46 14549.38 Open S-6 19657.61 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 109282.97 Day 46 6240.54 Open S-7 7152.72 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 8446.88 Day 47 881.58 91-180 Days A-0-Q 374.95 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 70389.69 Day 47 2364.72 91-180 Days A-1-Q 319.12 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 32801.67 Day 47 1622.10 <30 Days A-2-Q 2804.60 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 95045.98 Day 47 4668.76 Open A-3-Q 12648.54 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 37283.33 Day 47 3626.59 30-90 Days A-4-Q 2544.81 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 34329.83 Day 47 4635.78 <30 Days A-5-Q 3140.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 87696.82 Day 47 4659.09 91-180 Days CB-1-Q 11721.69 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 104531.58 Day 47 12372.17 <30 Days CB-2-Q 11327.89 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 100687.30 Day 47 10645.51 <30 Days S-1-Q 13219.54 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 46469.08 Day 47 1445.04 <30 Days S-2-Q 1051.65 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 95559.47 Day 47 7009.02 91-180 Days S-3-Q 4002.79 No Risk Management