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 55397.04 271 - 364 Days 2392.00 91-180 Days G-2 1949.65 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 64565.11 271 - 364 Days 5430.69 <30 Days G-3 8224.88 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 56394.83 271 - 364 Days 5344.97 91-180 Days IG-1 3462.35 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 95390.56 271 - 364 Days 10694.30 Open IG-2 8054.81 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 52451.53 271 - 364 Days 3544.34 <30 Days S-1 9881.44 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 83894.85 271 - 364 Days 11641.41 91-180 Days S-2 16713.85 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 9154.75 271 - 364 Days 795.22 30-90 Days S-3 1332.87 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 4136.75 271 - 364 Days 618.32 91-180 Days S-4 343.31 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 79584.31 271 - 364 Days 459.56 30-90 Days S-5 2536.54 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 33141.89 271 - 364 Days 4785.75 <30 Days S-6 1253.41 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 24614.16 271 - 364 Days 610.60 91-180 Days S-7 4539.15 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 12895.11 >= 1 Yr <= 2 Yr 1217.99 30-90 Days A-0-Q 621.01 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 58353.46 >= 1 Yr <= 2 Yr 3736.36 Open A-1-Q 6970.18 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 78043.01 >= 1 Yr <= 2 Yr 8412.66 30-90 Days A-2-Q 9951.44 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 55344.43 >= 1 Yr <= 2 Yr 6061.26 30-90 Days A-3-Q 9116.39 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 87277.70 >= 1 Yr <= 2 Yr 12728.17 <30 Days A-4-Q 9309.78 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 64468.49 >= 1 Yr <= 2 Yr 5967.84 Open A-5-Q 7318.66 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 16466.41 >= 1 Yr <= 2 Yr 1910.00 Open CB-1-Q 964.80 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 62835.70 >= 1 Yr <= 2 Yr 6369.54 91-180 Days CB-2-Q 12241.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 72791.04 >= 1 Yr <= 2 Yr 4603.46 <30 Days S-1-Q 5481.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 104028.77 >= 1 Yr <= 2 Yr 6305.30 91-180 Days S-2-Q 10985.20 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 18380.65 >= 1 Yr <= 2 Yr 2530.43 Open S-3-Q 1340.91 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 47795.85 >= 1 Yr <= 2 Yr 1047.82 30-90 Days S-4-Q 629.73 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 54524.97 >= 1 Yr <= 2 Yr 630.19 30-90 Days CB-3-Q 10058.47 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 46924.76 >= 1 Yr <= 2 Yr 3482.30 Open G-1-Q 808.51 Yes Liberty Mortgage Services Corp. Finance