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 48634.57 Perpetual 2156.49 Open A-3 3490.74 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 75630.40 Perpetual 389.78 Open A-4 11329.84 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 102522.51 Perpetual 10218.66 91-180 Days A-5 15425.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 3674.55 Perpetual 226.55 <30 Days CB-1 351.44 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 599.57 Perpetual 9.46 Open CB-2 32.81 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 77231.75 Perpetual 8334.09 91-180 Days CB-3 7837.58 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 26652.09 Perpetual 1800.95 91-180 Days E-1 3287.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 37902.81 Perpetual 1965.25 30-90 Days E-2 5395.22 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 96631.10 Perpetual 9635.95 Open G-1 7103.57 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 77765.48 Perpetual 3492.04 91-180 Days G-2 6566.06 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 14519.15 Perpetual 1033.45 <30 Days G-3 2110.15 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 36418.05 Perpetual 2947.12 30-90 Days IG-1 4069.25 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 77160.70 Perpetual 2786.62 Open IG-2 10185.67 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 99580.04 Perpetual 3691.38 30-90 Days S-1 16689.75 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 9042.11 Perpetual 256.49 <30 Days S-2 1682.60 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 72668.15 Perpetual 3640.21 91-180 Days S-3 14440.60 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 88091.87 Perpetual 13190.44 91-180 Days S-4 10571.54 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 88227.77 Perpetual 238.97 91-180 Days S-5 14181.36 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 78034.72 Perpetual 7960.06 <30 Days S-6 2467.87 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 74582.76 Perpetual 5356.35 <30 Days S-7 13212.08 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 35310.69 Open 2465.41 <30 Days A-0-Q 6814.79 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 97992.08 Open 6138.92 Open A-1-Q 10295.86 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 110260.49 Open 4859.89 30-90 Days A-2-Q 5893.39 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 60595.20 Open 5823.24 30-90 Days A-3-Q 1923.76 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 4109.84 Open 45.43 91-180 Days A-4-Q 77.60 Yes Liberty Capital Markets Inc. Operations