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 38049.03 75 - 82 Days 287.64 Open CB-3-Q 1039.14 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 95008.20 75 - 82 Days 12128.30 30-90 Days G-1-Q 17125.75 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 98399.52 75 - 82 Days 3375.11 Open G-2-Q 7492.29 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 73867.78 75 - 82 Days 5395.57 Open G-3-Q 7619.86 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 46858.21 75 - 82 Days 612.77 30-90 Days S-5-Q 7068.72 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 60306.89 75 - 82 Days 8406.51 <30 Days S-6-Q 8370.84 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 7302.77 75 - 82 Days 470.07 91-180 Days S-7-Q 614.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 29657.93 75 - 82 Days 2932.45 <30 Days E-1-Q 5033.04 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 53006.95 75 - 82 Days 7780.02 <30 Days E-2-Q 3058.00 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 6490.47 75 - 82 Days 825.06 Open IG-1-Q 42.20 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 36786.69 75 - 82 Days 383.96 91-180 Days IG-2-Q 1333.42 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 79441.03 75 - 82 Days 11200.23 30-90 Days C-1 11472.14 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 11768.10 75 - 82 Days 1479.82 Open CB-4 1142.38 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 73919.87 75 - 82 Days 5098.06 Open E-10 5332.90 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 55951.38 75 - 82 Days 7207.72 <30 Days E-3 615.68 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 30602.62 75 - 82 Days 2848.22 Open E-4 4116.62 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 76867.25 75 - 82 Days 4364.08 30-90 Days E-5 10844.23 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 98688.51 75 - 82 Days 7601.09 <30 Days E-6 10065.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 83700.96 75 - 82 Days 147.42 91-180 Days E-7 13108.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 64648.68 75 - 82 Days 7604.03 <30 Days E-8 8779.74 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 81925.36 75 - 82 Days 8700.89 Open E-9 5699.42 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 93805.58 75 - 82 Days 7312.40 91-180 Days G-4 15011.96 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 59703.72 75 - 82 Days 4013.35 30-90 Days IG-3 6166.53 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 5549.04 75 - 82 Days 471.56 Open IG-4 100.55 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 72499.34 75 - 82 Days 1990.60 <30 Days IG-5 10032.84 Yes Liberty International Finance Ltd. Risk Management