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 43857.27 >4 Yr <= 5 Yr 3552.77 <30 Days L-6 8024.52 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 108943.52 >4 Yr <= 5 Yr 3427.52 91-180 Days L-7 14943.02 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 39391.51 >4 Yr <= 5 Yr 2918.50 <30 Days L-8 6406.98 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 35749.04 >4 Yr <= 5 Yr 2729.47 30-90 Days L-9 3345.83 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 90098.68 >4 Yr <= 5 Yr 3548.63 Open LC-1 545.27 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 85441.30 >4 Yr <= 5 Yr 11930.40 91-180 Days LC-2 7698.77 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 95353.91 >4 Yr <= 5 Yr 5397.33 <30 Days N-1 1093.57 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 34831.79 >4 Yr <= 5 Yr 3799.78 91-180 Days N-2 3847.52 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 74537.98 >4 Yr <= 5 Yr 10387.57 30-90 Days N-3 13091.06 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 96236.55 >4 Yr <= 5 Yr 13323.11 <30 Days N-4 3598.68 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 47675.12 >4 Yr <= 5 Yr 6873.53 91-180 Days N-5 7861.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 104933.88 >4 Yr <= 5 Yr 2019.90 30-90 Days N-6 18905.95 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 6295.87 >4 Yr <= 5 Yr 810.22 <30 Days N-7 556.45 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 24436.71 >4 Yr <= 5 Yr 1248.73 Open P-1 539.98 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 74590.03 >4 Yr <= 5 Yr 6126.07 <30 Days P-2 9435.55 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 55368.59 >4 Yr <= 5 Yr 1656.77 <30 Days S-8 10025.83 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 90031.53 >4 Yr <= 5 Yr 11839.15 Open Y-1 8374.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 45609.23 >4 Yr <= 5 Yr 6542.16 <30 Days Y-2 821.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 108616.55 >4 Yr <= 5 Yr 8372.06 91-180 Days Y-3 6929.01 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 3297.77 >4 Yr <= 5 Yr 483.29 Open Y-4 41.52 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 57813.58 >4 Yr <= 5 Yr 2641.28 91-180 Days Z-1 1112.51 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 28881.63 >4 Yr <= 5 Yr 4154.87 30-90 Days A-2 2292.75 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 69115.55 >4 Yr <= 5 Yr 6685.48 91-180 Days A-3 10771.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 82123.56 >4 Yr <= 5 Yr 8289.82 30-90 Days A-4 15971.70 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 56292.56 >4 Yr <= 5 Yr 4706.49 <30 Days A-5 8231.57 Yes Liberty Capital Markets Inc. Risk Management