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 12261.92 91 - 120 Days 420.62 91-180 Days S-3 193.80 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 81603.09 91 - 120 Days 4676.27 30-90 Days S-4 4158.88 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 97257.45 91 - 120 Days 925.43 91-180 Days S-5 4915.26 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 43478.63 91 - 120 Days 3251.66 Open S-6 7584.10 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 20673.36 91 - 120 Days 475.92 Open S-7 3492.51 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 75146.15 121 - 150 Days 336.96 30-90 Days A-0-Q 2098.64 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 8790.49 121 - 150 Days 690.71 91-180 Days A-1-Q 567.69 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 90624.61 121 - 150 Days 12326.19 <30 Days A-2-Q 12517.25 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 77890.92 121 - 150 Days 8953.25 Open A-3-Q 11373.57 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 96496.66 121 - 150 Days 14273.65 <30 Days A-4-Q 5509.06 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 99313.23 121 - 150 Days 12465.96 <30 Days A-5-Q 15135.60 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 111529.13 121 - 150 Days 11717.44 30-90 Days CB-1-Q 21255.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 20000.10 121 - 150 Days 678.15 Open CB-2-Q 778.22 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 49865.33 121 - 150 Days 2732.24 <30 Days S-1-Q 2968.28 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 22449.85 121 - 150 Days 346.91 91-180 Days S-2-Q 4341.43 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 70001.50 121 - 150 Days 9600.04 Open S-3-Q 382.76 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 13931.79 121 - 150 Days 49.74 91-180 Days S-4-Q 2709.17 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 30457.09 121 - 150 Days 2800.68 <30 Days CB-3-Q 3353.26 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 6952.97 121 - 150 Days 923.70 91-180 Days G-1-Q 1050.87 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 102836.73 121 - 150 Days 2673.88 30-90 Days G-2-Q 6366.35 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 21664.81 121 - 150 Days 2195.32 30-90 Days G-3-Q 2722.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 21054.37 121 - 150 Days 3002.78 Open S-5-Q 459.86 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 104247.99 121 - 150 Days 7193.11 91-180 Days S-6-Q 4661.94 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 95840.55 121 - 150 Days 1282.08 30-90 Days S-7-Q 5828.97 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 75569.62 121 - 150 Days 2011.91 30-90 Days E-1-Q 14854.02 Yes Liberty International Finance Ltd. Treasury