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 69689.60 Day 55 10192.65 <30 Days CB-3 8768.34 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 108806.75 Day 55 15826.51 91-180 Days E-1 20994.80 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 39546.94 Day 55 1537.37 30-90 Days E-2 1627.66 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 23310.96 Day 55 2857.12 30-90 Days G-1 369.04 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 5185.61 Day 55 654.07 <30 Days G-2 237.19 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 50161.51 Day 55 4440.23 Open G-3 461.44 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 100702.94 Day 55 8602.29 Open IG-1 5520.63 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 51062.86 Day 55 2065.34 30-90 Days IG-2 6355.66 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 71933.17 Day 55 1185.04 30-90 Days S-1 8697.48 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 89692.09 Day 55 2510.23 91-180 Days S-2 6414.92 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 26134.69 Day 55 2943.42 30-90 Days S-3 4651.00 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 113622.79 Day 55 11857.68 30-90 Days S-4 18506.80 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 64022.52 Day 55 325.78 91-180 Days S-5 6220.38 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 88616.35 Day 55 11475.50 91-180 Days S-6 13312.92 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 36444.32 Day 55 421.97 Open S-7 5940.84 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 113674.69 Day 56 3194.46 30-90 Days A-0-Q 5106.67 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 27723.06 Day 56 3491.82 91-180 Days A-1-Q 3692.99 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 82159.75 Day 56 6530.87 <30 Days A-2-Q 14336.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 17979.83 Day 56 1768.22 <30 Days A-3-Q 3465.20 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 80163.77 Day 56 8904.10 Open A-4-Q 13159.11 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 93718.88 Day 56 1180.67 <30 Days A-5-Q 7032.07 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 74107.27 Day 56 5618.39 <30 Days CB-1-Q 11067.19 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 71515.07 Day 56 2606.81 30-90 Days CB-2-Q 8964.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 75468.82 Day 56 2455.41 30-90 Days S-1-Q 2289.91 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 23395.99 Day 56 1578.15 30-90 Days S-2-Q 3908.32 Yes Liberty International Finance Ltd. Operations