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 29037.06 68 - 74 Days 3606.03 <30 Days E-2 1926.56 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 6268.16 68 - 74 Days 399.59 <30 Days G-1 542.23 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 96320.66 68 - 74 Days 13584.68 91-180 Days G-2 11168.57 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 57996.18 68 - 74 Days 4240.46 91-180 Days G-3 3325.87 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 51040.86 68 - 74 Days 4613.12 30-90 Days IG-1 9329.82 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 11399.45 68 - 74 Days 1239.27 Open IG-2 1200.61 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 62299.15 68 - 74 Days 1746.36 30-90 Days S-1 938.07 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 13127.86 68 - 74 Days 815.91 30-90 Days S-2 1790.93 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 107041.89 68 - 74 Days 15820.44 91-180 Days S-3 19744.61 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 33074.12 68 - 74 Days 4137.06 30-90 Days S-4 1903.18 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 94759.14 68 - 74 Days 6941.65 Open S-5 17561.46 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 272.25 68 - 74 Days 4.21 91-180 Days S-6 35.91 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 41999.46 68 - 74 Days 3091.58 91-180 Days S-7 2625.80 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 7720.51 75 - 82 Days 229.81 <30 Days A-0-Q 255.09 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 15175.37 75 - 82 Days 1468.44 30-90 Days A-1-Q 1328.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 16474.50 75 - 82 Days 484.77 Open A-2-Q 2880.54 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 31992.69 75 - 82 Days 2586.57 30-90 Days A-3-Q 2229.18 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 86505.57 75 - 82 Days 558.88 <30 Days A-4-Q 12231.46 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 37262.94 75 - 82 Days 709.69 <30 Days A-5-Q 5776.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 32893.36 75 - 82 Days 4425.44 91-180 Days CB-1-Q 2699.05 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 33280.70 75 - 82 Days 60.30 91-180 Days CB-2-Q 6160.16 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 98265.95 75 - 82 Days 4620.32 91-180 Days S-1-Q 5599.93 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 1561.89 75 - 82 Days 37.57 30-90 Days S-2-Q 212.33 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 20256.45 75 - 82 Days 127.23 30-90 Days S-3-Q 2554.51 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 9355.42 75 - 82 Days 863.14 <30 Days S-4-Q 1547.16 Yes Liberty Mortgage Services Corp. Risk Management