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 51244.99 >5 Yr 1861.02 Open N-6 10236.59 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 88927.36 >5 Yr 13327.79 Open N-7 9540.56 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 87752.98 >5 Yr 8593.69 30-90 Days P-1 8399.50 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 7403.73 >5 Yr 210.22 <30 Days P-2 1343.68 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 69959.36 >5 Yr 7409.48 30-90 Days S-8 514.94 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 14614.19 >5 Yr 1555.37 Open Y-1 1752.01 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 73379.75 >5 Yr 7326.07 30-90 Days Y-2 3142.56 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 82475.76 >5 Yr 114.79 91-180 Days Y-3 347.02 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 87336.54 >5 Yr 4811.50 Open Y-4 609.52 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 16668.12 >5 Yr 749.57 <30 Days Z-1 686.55 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 108089.64 >5 Yr 7399.46 91-180 Days A-2 6975.51 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 101886.89 >5 Yr 10952.02 <30 Days A-3 12525.34 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 92552.70 >5 Yr 5407.69 30-90 Days A-4 7752.14 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 81632.61 >5 Yr 7258.69 30-90 Days A-5 4894.48 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 100923.60 >5 Yr 584.20 91-180 Days CB-1 19316.28 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 17844.70 >5 Yr 1086.49 30-90 Days CB-2 1069.47 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 93829.11 >5 Yr 8219.13 30-90 Days CB-3 13232.67 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 26825.92 >5 Yr 1219.64 30-90 Days E-1 896.96 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 11967.17 >5 Yr 524.42 Open E-2 1524.79 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 42201.63 >5 Yr 5249.32 <30 Days G-1 5204.22 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 30245.27 >5 Yr 3569.69 <30 Days G-2 1154.30 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 89278.04 >5 Yr 8161.60 Open G-3 2754.64 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 20284.53 >5 Yr 2721.12 30-90 Days IG-1 3300.12 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 8298.85 >5 Yr 879.03 30-90 Days IG-2 1401.42 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 28695.15 >5 Yr 4288.58 91-180 Days S-1 1289.55 Yes Liberty International Finance Ltd. Finance