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 94913.38 75 - 82 Days 4715.93 91-180 Days S-8 9073.89 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 18274.96 75 - 82 Days 959.33 30-90 Days Y-1 2837.42 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 40893.57 75 - 82 Days 3560.53 30-90 Days Y-2 7137.79 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 78868.41 75 - 82 Days 7382.80 30-90 Days Y-3 3867.55 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 68058.56 75 - 82 Days 691.80 <30 Days Y-4 8644.89 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 95738.39 75 - 82 Days 6075.14 30-90 Days Z-1 10471.12 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 46080.18 75 - 82 Days 5385.55 30-90 Days A-2 1327.04 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 48489.09 75 - 82 Days 544.49 <30 Days A-3 1259.06 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 27730.81 75 - 82 Days 848.78 <30 Days A-4 1800.26 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 9728.32 75 - 82 Days 917.40 91-180 Days A-5 179.99 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 5825.01 75 - 82 Days 206.97 <30 Days CB-1 183.54 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 60439.17 75 - 82 Days 2802.01 Open CB-2 6304.79 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 79971.52 75 - 82 Days 7812.22 Open CB-3 1547.24 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 24061.23 75 - 82 Days 2923.02 <30 Days E-1 2500.60 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 63036.51 75 - 82 Days 4739.05 91-180 Days E-2 8429.04 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 86292.30 75 - 82 Days 12533.46 30-90 Days G-1 11173.11 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 46846.95 75 - 82 Days 1898.16 91-180 Days G-2 4422.14 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 65480.23 75 - 82 Days 289.90 <30 Days G-3 7437.79 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 10801.70 75 - 82 Days 799.35 91-180 Days IG-1 1334.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 9505.42 75 - 82 Days 1358.63 30-90 Days IG-2 842.96 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 59170.68 75 - 82 Days 4133.29 30-90 Days S-1 6784.28 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 105955.42 75 - 82 Days 3847.01 Open S-2 18304.33 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 108455.11 75 - 82 Days 14882.09 <30 Days S-3 21545.34 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 8377.58 75 - 82 Days 860.42 91-180 Days S-4 340.23 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 37032.07 75 - 82 Days 348.50 91-180 Days S-5 1438.59 Yes Liberty Wealth Management LLC Risk Management