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 7015.34 Day 59 673.25 <30 Days A-2 29.01 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 88772.95 Day 59 4639.11 91-180 Days A-3 3497.65 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 93000.31 Day 59 5292.83 30-90 Days A-4 15156.93 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 84198.07 Day 59 2827.08 30-90 Days A-5 2884.03 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 32892.69 Day 59 2460.77 <30 Days CB-1 5696.35 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 72676.08 Day 59 519.37 30-90 Days CB-2 7594.05 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 1859.96 Day 59 56.72 Open CB-3 203.80 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 63891.06 Day 59 5659.42 Open E-1 61.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 18077.70 Day 59 764.18 91-180 Days E-2 1648.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 6306.58 Day 59 467.93 30-90 Days G-1 402.13 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 80508.27 Day 59 5022.29 30-90 Days G-2 11049.76 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 62285.43 Day 59 8470.79 Open G-3 4825.48 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 113700.51 Day 59 13272.50 91-180 Days IG-1 13301.97 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 58156.36 Day 59 8025.23 <30 Days IG-2 7052.52 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 67150.37 Day 59 6748.07 Open S-1 11080.68 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 11203.71 Day 59 32.31 91-180 Days S-2 720.98 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 67441.70 Day 59 399.88 91-180 Days S-3 7713.20 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 47006.10 Day 59 1057.48 <30 Days S-4 9073.75 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 54823.83 Day 59 883.21 30-90 Days S-5 7424.74 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 36243.69 Day 59 4875.51 <30 Days S-6 6133.48 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 64235.97 Day 59 2519.44 Open S-7 1786.32 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 37584.06 Day 60 2863.50 30-90 Days A-0-Q 6052.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 39835.30 Day 60 3586.70 91-180 Days A-1-Q 945.58 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 64950.13 Day 60 6887.43 Open A-2-Q 8710.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 45689.18 Day 60 6635.39 Open A-3-Q 498.15 No Treasury