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 48988.86 121 - 150 Days 2721.12 30-90 Days E-2-Q 939.01 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 78787.20 121 - 150 Days 2599.82 91-180 Days IG-1-Q 12743.91 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 61623.25 121 - 150 Days 3696.00 <30 Days IG-2-Q 4667.90 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 34658.35 121 - 150 Days 5115.40 30-90 Days C-1 2791.73 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 5727.49 121 - 150 Days 701.75 <30 Days CB-4 927.71 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 14021.77 121 - 150 Days 352.69 <30 Days E-10 630.44 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 79046.17 121 - 150 Days 9941.73 30-90 Days E-3 8360.53 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 85894.46 121 - 150 Days 2056.22 <30 Days E-4 16303.11 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 100201.94 121 - 150 Days 10138.39 91-180 Days E-5 13786.67 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 99436.60 121 - 150 Days 3281.79 30-90 Days E-6 8064.65 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 22207.43 121 - 150 Days 842.56 30-90 Days E-7 2853.19 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 89630.62 121 - 150 Days 7664.31 91-180 Days E-8 12316.74 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 21073.69 121 - 150 Days 2241.38 <30 Days E-9 1817.95 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 82236.67 121 - 150 Days 5466.33 91-180 Days G-4 10753.78 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 15612.53 121 - 150 Days 66.44 91-180 Days IG-3 392.69 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 55415.09 121 - 150 Days 7041.63 91-180 Days IG-4 8102.36 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 84169.87 121 - 150 Days 10489.74 <30 Days IG-5 1311.73 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 40475.98 121 - 150 Days 1211.50 Open IG-6 1499.94 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 67406.41 121 - 150 Days 6435.59 <30 Days IG-7 2833.24 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 88813.66 121 - 150 Days 6707.76 30-90 Days IG-8 8048.68 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 75016.72 121 - 150 Days 6609.81 Open L-1 12064.53 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 60038.96 121 - 150 Days 8725.37 <30 Days L-10 1911.82 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 26379.52 121 - 150 Days 3094.58 91-180 Days L-11 2375.29 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 78335.48 121 - 150 Days 1590.81 30-90 Days L-2 7151.95 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 96145.24 121 - 150 Days 7387.55 91-180 Days L-3 17917.08 No Finance