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 100636.50 Day 48 4358.11 30-90 Days CB-1 7458.20 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 84520.20 Day 48 6806.39 <30 Days CB-2 8394.86 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 42381.64 Day 48 3882.23 <30 Days CB-3 1286.56 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 71688.66 Day 48 4276.29 Open E-1 10857.80 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 4093.65 Day 48 149.08 Open E-2 298.83 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 17262.70 Day 48 1287.20 Open G-1 2102.46 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 4412.80 Day 48 259.50 <30 Days G-2 656.26 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 81155.32 Day 48 616.70 <30 Days G-3 629.23 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 78184.97 Day 48 5132.57 91-180 Days IG-1 1301.07 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 56469.18 Day 48 8090.24 30-90 Days IG-2 7528.89 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 97955.01 Day 48 12891.83 30-90 Days S-1 8040.07 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 57112.76 Day 48 1592.44 91-180 Days S-2 6020.41 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 32053.30 Day 48 2505.71 91-180 Days S-3 1657.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 59212.98 Day 48 4773.92 30-90 Days S-4 2954.19 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 49061.75 Day 48 963.28 <30 Days S-5 8369.90 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 92434.60 Day 48 815.86 30-90 Days S-6 4194.58 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 12854.99 Day 48 830.98 30-90 Days S-7 2251.74 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 60936.11 Day 49 7378.10 <30 Days A-0-Q 5660.58 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 9490.88 Day 49 1143.77 <30 Days A-1-Q 1855.15 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 99366.13 Day 49 13982.52 91-180 Days A-2-Q 4736.96 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 105588.41 Day 49 14155.23 Open A-3-Q 17833.78 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 17963.10 Day 49 1030.82 91-180 Days A-4-Q 697.82 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 93024.14 Day 49 4646.68 91-180 Days A-5-Q 5049.49 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 66317.87 Day 49 1679.24 Open CB-1-Q 1009.67 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 64606.16 Day 49 1468.39 91-180 Days CB-2-Q 483.82 No Risk Management