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 112024.04 Day 53 2352.05 30-90 Days A-2-Q 1110.83 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 102627.45 Day 53 2858.72 <30 Days A-3-Q 14700.83 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 70690.33 Day 53 5394.43 Open A-4-Q 5000.44 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 77371.22 Day 53 9033.40 Open A-5-Q 8627.50 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 13879.27 Day 53 303.86 91-180 Days CB-1-Q 281.67 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 53918.28 Day 53 673.36 91-180 Days CB-2-Q 2187.81 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 2401.73 Day 53 2.69 <30 Days S-1-Q 173.54 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 62645.61 Day 53 8799.25 91-180 Days S-2-Q 10007.26 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 16147.78 Day 53 369.91 30-90 Days S-3-Q 2691.54 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 86664.89 Day 53 10623.55 91-180 Days S-4-Q 3296.23 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 90100.25 Day 53 9126.18 <30 Days CB-3-Q 14958.19 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 45134.97 Day 53 6205.17 Open G-1-Q 2941.47 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 75179.79 Day 53 5652.13 91-180 Days G-2-Q 6741.16 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 108963.73 Day 53 4407.71 91-180 Days G-3-Q 15943.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 79293.50 Day 53 8843.73 Open S-5-Q 1928.97 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 64027.42 Day 53 9441.72 30-90 Days S-6-Q 10712.22 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 57651.55 Day 53 5006.17 Open S-7-Q 1110.00 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 108455.60 Day 53 10244.69 Open E-1-Q 9370.32 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 13008.53 Day 53 1074.54 Open E-2-Q 616.64 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 74747.78 Day 53 4432.15 91-180 Days IG-1-Q 5392.03 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 53830.54 Day 53 6857.97 <30 Days IG-2-Q 1334.01 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 44271.61 Day 53 4340.35 <30 Days C-1 6552.42 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 37955.05 Day 53 729.81 30-90 Days CB-4 6429.94 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 111718.50 Day 53 7925.20 <30 Days E-10 21293.27 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 29490.17 Day 53 4181.91 <30 Days E-3 4152.11 Yes Liberty International Finance Ltd. Treasury