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 45796.04 >2 Yr <= 3 Yr 3740.70 30-90 Days A-0-Q 4587.22 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 20091.16 >2 Yr <= 3 Yr 2107.70 30-90 Days A-1-Q 651.81 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 78026.54 >2 Yr <= 3 Yr 7998.31 <30 Days A-2-Q 4425.94 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 42621.73 >2 Yr <= 3 Yr 2173.92 91-180 Days A-3-Q 322.80 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 67242.13 >2 Yr <= 3 Yr 856.67 30-90 Days A-4-Q 2452.62 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 106889.87 >2 Yr <= 3 Yr 2756.17 91-180 Days A-5-Q 419.32 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 58945.41 >2 Yr <= 3 Yr 8584.40 <30 Days CB-1-Q 5917.66 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 80457.88 >2 Yr <= 3 Yr 1710.70 <30 Days CB-2-Q 6231.49 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 70225.52 >2 Yr <= 3 Yr 7986.42 <30 Days S-1-Q 11833.75 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 63925.46 >2 Yr <= 3 Yr 5456.52 Open S-2-Q 5090.93 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 90105.79 >2 Yr <= 3 Yr 5314.37 <30 Days S-3-Q 15224.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 62472.74 >2 Yr <= 3 Yr 2614.94 Open S-4-Q 3574.58 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 72286.45 >2 Yr <= 3 Yr 7131.30 30-90 Days CB-3-Q 13614.35 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 60839.16 >2 Yr <= 3 Yr 3739.87 Open G-1-Q 3408.56 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 11710.91 >2 Yr <= 3 Yr 978.52 Open G-2-Q 1179.57 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 93305.19 >2 Yr <= 3 Yr 8198.23 Open G-3-Q 5859.01 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 80391.87 >2 Yr <= 3 Yr 4248.82 30-90 Days S-5-Q 2496.51 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 46613.54 >2 Yr <= 3 Yr 4047.43 30-90 Days S-6-Q 5087.08 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 17946.56 >2 Yr <= 3 Yr 692.59 91-180 Days S-7-Q 1618.60 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 40262.23 >2 Yr <= 3 Yr 935.69 <30 Days E-1-Q 4687.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 97385.79 >2 Yr <= 3 Yr 994.47 91-180 Days E-2-Q 10749.21 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 95989.62 >2 Yr <= 3 Yr 1399.38 30-90 Days IG-1-Q 2759.81 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 39643.18 >2 Yr <= 3 Yr 4286.06 Open IG-2-Q 7253.68 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 90251.74 >2 Yr <= 3 Yr 1975.97 91-180 Days C-1 13313.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 17743.26 >2 Yr <= 3 Yr 920.99 <30 Days CB-4 1579.14 No Treasury