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 42496.45 Day 17 5751.08 91-180 Days E-8 1757.18 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 78072.58 Day 17 163.68 30-90 Days E-9 8949.82 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 29106.53 Day 17 750.68 30-90 Days G-4 4940.13 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 15550.03 Day 17 965.38 91-180 Days IG-3 588.03 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 55032.26 Day 17 1426.62 Open IG-4 305.58 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 101020.02 Day 17 14842.34 Open IG-5 12580.88 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 20466.53 Day 17 496.56 Open IG-6 883.85 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 107834.46 Day 17 5722.12 Open IG-7 18811.76 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 75739.52 Day 17 5396.32 91-180 Days IG-8 1539.89 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 93351.06 Day 17 10274.49 91-180 Days L-1 680.75 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 42091.04 Day 17 2012.17 <30 Days L-10 7125.53 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 88127.79 Day 17 8415.66 <30 Days L-11 16834.97 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 68500.90 Day 17 4840.69 91-180 Days L-2 10383.16 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 3789.41 Day 17 393.91 Open L-3 342.63 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 40538.16 Day 17 1022.69 91-180 Days L-4 4819.05 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 87325.25 Day 17 9985.16 Open L-5 9289.52 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 67333.21 Day 17 5218.80 30-90 Days L-6 7844.73 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 57254.93 Day 17 7279.44 30-90 Days L-7 881.96 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 46597.36 Day 17 5699.48 91-180 Days L-8 9016.25 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 68977.09 Day 17 7115.78 30-90 Days L-9 5343.37 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 18955.91 Day 17 1943.59 Open LC-1 3692.81 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 99697.71 Day 17 5481.38 <30 Days LC-2 4683.95 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 29860.60 Day 17 2359.62 30-90 Days N-1 330.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 89418.19 Day 17 1426.23 91-180 Days N-2 5472.15 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 42961.32 Day 17 3090.57 30-90 Days N-3 6260.34 No Finance