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 70169.91 91 - 120 Days 3435.73 91-180 Days IG-3 5840.76 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 17351.84 91 - 120 Days 1722.27 Open IG-4 1613.60 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 18777.11 91 - 120 Days 54.73 91-180 Days IG-5 863.90 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 40052.36 91 - 120 Days 5340.35 Open IG-6 5204.32 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 5080.04 91 - 120 Days 229.33 <30 Days IG-7 737.28 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 38334.46 91 - 120 Days 4347.58 Open IG-8 5320.60 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 73018.05 91 - 120 Days 1968.81 Open L-1 9108.60 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 77912.34 91 - 120 Days 1541.48 30-90 Days L-10 7893.85 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 80297.50 91 - 120 Days 11858.67 Open L-11 10122.19 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 31278.92 91 - 120 Days 1306.76 30-90 Days L-2 4503.28 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 63935.58 91 - 120 Days 6900.31 <30 Days L-3 5128.52 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 104462.38 91 - 120 Days 11020.90 <30 Days L-4 5030.60 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 32013.23 91 - 120 Days 2523.61 91-180 Days L-5 1900.43 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 66743.94 91 - 120 Days 8768.45 91-180 Days L-6 2871.11 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 58927.14 91 - 120 Days 6452.15 <30 Days L-7 8970.00 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 108066.05 91 - 120 Days 3174.79 <30 Days L-8 9351.96 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 6815.28 91 - 120 Days 450.95 91-180 Days L-9 421.01 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 27427.23 91 - 120 Days 1105.49 30-90 Days LC-1 5260.42 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 88656.44 91 - 120 Days 3628.22 30-90 Days LC-2 2210.09 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 67976.11 91 - 120 Days 1460.18 91-180 Days N-1 12752.74 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 23007.51 91 - 120 Days 304.23 <30 Days N-2 1887.21 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 42701.12 91 - 120 Days 2213.91 <30 Days N-3 3046.25 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 55775.86 91 - 120 Days 3645.75 91-180 Days N-4 9164.57 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 66033.53 91 - 120 Days 1265.14 Open N-5 5789.50 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 82678.07 91 - 120 Days 11425.13 Open N-6 3776.64 No Finance