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 2300.21 Day 16 141.14 91-180 Days E-2-Q 229.75 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 8229.28 Day 16 494.18 91-180 Days IG-1-Q 1281.99 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 1321.04 Day 16 189.95 91-180 Days IG-2-Q 236.69 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 66892.37 Day 16 163.58 91-180 Days C-1 7559.28 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 57073.40 Day 16 2055.89 <30 Days CB-4 10845.14 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 41085.45 Day 16 3545.13 91-180 Days E-10 1580.91 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 16422.08 Day 16 230.46 91-180 Days E-3 1514.16 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 22614.93 Day 16 622.27 30-90 Days E-4 2052.18 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 98518.72 Day 16 14655.62 <30 Days E-5 1084.22 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 27646.53 Day 16 3974.35 Open E-6 5158.96 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 113123.30 Day 16 6048.58 <30 Days E-7 8086.02 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 55502.76 Day 16 4563.78 <30 Days E-8 5062.73 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 109392.50 Day 16 1051.07 <30 Days E-9 20300.44 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 97426.03 Day 16 9853.33 30-90 Days G-4 15516.44 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 12713.35 Day 16 1768.83 91-180 Days IG-3 223.75 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 21855.49 Day 16 1862.42 Open IG-4 2766.50 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 35778.08 Day 16 4970.51 91-180 Days IG-5 4809.18 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 23475.53 Day 16 624.17 91-180 Days IG-6 3968.84 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 56788.08 Day 16 5339.81 91-180 Days IG-7 5178.48 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 7838.15 Day 16 975.43 91-180 Days IG-8 107.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 19659.15 Day 16 1373.46 <30 Days L-1 1233.56 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 24676.52 Day 16 1348.84 Open L-10 2624.13 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 54309.91 Day 16 2834.29 91-180 Days L-11 10077.18 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 9089.85 Day 16 875.04 30-90 Days L-2 1113.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 71799.22 Day 16 9636.07 30-90 Days L-3 13105.14 Yes Liberty International Finance Ltd. Operations