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 47057.29 Day 60 6422.14 <30 Days G-3 3862.74 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 21813.94 Day 60 662.59 30-90 Days IG-1 1373.33 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 43873.63 Day 60 3112.40 <30 Days IG-2 5407.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 76351.85 Day 60 126.95 <30 Days S-1 6194.28 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 79501.68 Day 60 5605.34 <30 Days S-2 9765.62 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 80336.20 Day 60 2544.24 Open S-3 2392.22 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 102812.96 Day 60 8892.63 91-180 Days S-4 8492.23 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 98368.28 Day 60 8134.09 91-180 Days S-5 18640.96 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 55523.85 Day 60 8170.66 <30 Days S-6 5305.51 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 50590.39 Day 60 7331.42 Open S-7 1498.45 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 66192.29 61 - 67 Days 6539.77 91-180 Days A-0-Q 10893.95 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 10125.80 61 - 67 Days 1454.35 Open A-1-Q 962.45 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 4192.21 61 - 67 Days 238.82 91-180 Days A-2-Q 29.77 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 81725.79 61 - 67 Days 7361.54 91-180 Days A-3-Q 14596.02 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 15108.46 61 - 67 Days 475.91 30-90 Days A-4-Q 1053.02 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 112844.54 61 - 67 Days 13650.57 91-180 Days A-5-Q 20158.70 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 96039.93 61 - 67 Days 10149.55 30-90 Days CB-1-Q 13466.48 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 39207.17 61 - 67 Days 3211.94 <30 Days CB-2-Q 5115.85 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 90992.24 61 - 67 Days 672.82 <30 Days S-1-Q 14082.91 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 56393.22 61 - 67 Days 8006.89 <30 Days S-2-Q 11051.85 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 24278.46 61 - 67 Days 3420.83 <30 Days S-3-Q 4613.73 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 55798.62 61 - 67 Days 860.72 30-90 Days S-4-Q 3125.80 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 44137.66 61 - 67 Days 5313.08 30-90 Days CB-3-Q 8303.94 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 20464.34 61 - 67 Days 2981.55 91-180 Days G-1-Q 1042.03 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 68459.85 61 - 67 Days 2246.63 <30 Days G-2-Q 2394.78 No Finance