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 59733.51 61 - 67 Days 8025.96 91-180 Days G-3-Q 10621.78 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 1794.55 61 - 67 Days 63.57 30-90 Days S-5-Q 267.75 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 40422.28 61 - 67 Days 5396.91 Open S-6-Q 1202.07 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 42340.64 61 - 67 Days 3100.80 30-90 Days S-7-Q 2059.57 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 82567.95 61 - 67 Days 9270.18 30-90 Days E-1-Q 8648.03 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 99623.83 61 - 67 Days 13305.09 Open E-2-Q 8440.26 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 83835.96 61 - 67 Days 1230.92 <30 Days IG-1-Q 7989.17 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 64931.76 61 - 67 Days 1198.49 <30 Days IG-2-Q 713.25 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 94741.41 61 - 67 Days 8336.00 91-180 Days C-1 15106.71 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 2415.54 61 - 67 Days 227.37 <30 Days CB-4 324.43 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 38309.90 61 - 67 Days 4831.84 <30 Days E-10 3041.48 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 78848.82 61 - 67 Days 8469.34 Open E-3 3310.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 103773.85 61 - 67 Days 6389.23 30-90 Days E-4 6026.17 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 79824.89 61 - 67 Days 3278.57 30-90 Days E-5 174.09 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 48990.49 61 - 67 Days 12.08 <30 Days E-6 230.11 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 21214.47 61 - 67 Days 2872.78 Open E-7 2448.63 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 21336.98 61 - 67 Days 787.92 91-180 Days E-8 3878.30 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 830.26 61 - 67 Days 120.27 <30 Days E-9 13.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 64817.77 61 - 67 Days 651.11 91-180 Days G-4 5039.46 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 54239.03 61 - 67 Days 5374.09 <30 Days IG-3 5835.74 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 31685.86 61 - 67 Days 583.54 30-90 Days IG-4 5187.87 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 26146.91 61 - 67 Days 2000.81 <30 Days IG-5 3729.22 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 38574.43 61 - 67 Days 4494.58 Open IG-6 1346.07 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 76703.41 61 - 67 Days 1443.50 30-90 Days IG-7 5343.56 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 80774.43 61 - 67 Days 46.15 Open IG-8 12938.89 Yes Liberty Mortgage Services Corp. Operations