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 78736.40 75 - 82 Days 947.49 91-180 Days IG-6 1757.67 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 41608.97 75 - 82 Days 4278.86 Open IG-7 3443.24 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 95476.64 75 - 82 Days 241.73 30-90 Days IG-8 16129.24 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 20445.08 75 - 82 Days 1297.50 30-90 Days L-1 3980.89 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 64802.55 75 - 82 Days 6438.12 <30 Days L-10 11905.21 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 53618.07 75 - 82 Days 7170.40 Open L-11 1851.49 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 41780.22 75 - 82 Days 3742.36 Open L-2 5334.67 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 107232.28 75 - 82 Days 3292.26 91-180 Days L-3 8173.42 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 23441.90 75 - 82 Days 2825.03 Open L-4 2566.46 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 44884.22 75 - 82 Days 749.74 91-180 Days L-5 6940.03 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 55599.03 75 - 82 Days 4773.38 <30 Days L-6 5361.80 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 95167.67 75 - 82 Days 1031.83 Open L-7 7298.31 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 39788.04 75 - 82 Days 1946.90 Open L-8 1019.74 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 61291.11 75 - 82 Days 5157.93 <30 Days L-9 11229.95 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 85104.54 75 - 82 Days 2339.90 30-90 Days LC-1 6106.78 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 109870.78 75 - 82 Days 12079.33 <30 Days LC-2 18579.95 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 52242.18 75 - 82 Days 6221.01 Open N-1 9678.68 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 69576.97 75 - 82 Days 9819.64 30-90 Days N-2 9271.89 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 56531.24 75 - 82 Days 6679.89 30-90 Days N-3 10798.36 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 111314.53 75 - 82 Days 13517.38 91-180 Days N-4 16284.74 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 70684.42 75 - 82 Days 3926.22 Open N-5 10751.59 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 88243.13 75 - 82 Days 7386.67 Open N-6 5983.29 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 96444.84 75 - 82 Days 14343.72 <30 Days N-7 652.04 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 36002.34 75 - 82 Days 2997.97 Open P-1 2259.74 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 25058.22 75 - 82 Days 1273.67 Open P-2 4043.04 Yes Liberty Capital Markets Inc. Risk Management