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 92801.67 271 - 364 Days 9531.27 30-90 Days E-5 17624.04 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 89619.27 271 - 364 Days 4349.51 Open E-6 8086.28 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 41679.92 271 - 364 Days 2274.09 91-180 Days E-7 8.16 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 109655.30 271 - 364 Days 268.93 30-90 Days E-8 17602.14 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 52086.03 271 - 364 Days 6238.28 Open E-9 3342.68 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 52356.32 271 - 364 Days 5183.46 <30 Days G-4 3895.13 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 2194.54 271 - 364 Days 89.44 Open IG-3 255.36 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 33652.37 271 - 364 Days 4884.06 Open IG-4 380.15 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 84411.19 271 - 364 Days 1048.13 91-180 Days IG-5 2941.35 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 76840.82 271 - 364 Days 7001.96 Open IG-6 12966.60 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 63345.02 271 - 364 Days 1138.08 91-180 Days IG-7 1379.52 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 47656.79 271 - 364 Days 3990.41 <30 Days IG-8 2625.00 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 86513.33 271 - 364 Days 7054.49 <30 Days L-1 6094.98 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 77236.05 271 - 364 Days 5051.18 91-180 Days L-10 7400.99 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 23556.53 271 - 364 Days 1784.18 <30 Days L-11 411.68 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 71353.95 271 - 364 Days 6120.07 Open L-2 11218.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 29761.51 271 - 364 Days 83.41 30-90 Days L-3 1877.92 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 23475.23 271 - 364 Days 900.23 91-180 Days L-4 30.43 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 109219.75 271 - 364 Days 14804.89 <30 Days L-5 21197.99 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 5577.72 271 - 364 Days 201.01 <30 Days L-6 766.87 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 66451.30 271 - 364 Days 7675.99 Open L-7 3119.70 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 30888.05 271 - 364 Days 3446.00 30-90 Days L-8 5727.05 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 54285.66 271 - 364 Days 7368.38 Open L-9 4754.77 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 40657.29 271 - 364 Days 2732.75 91-180 Days LC-1 7339.35 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 60515.50 271 - 364 Days 2573.56 30-90 Days LC-2 7853.07 No Finance