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 60358.51 Day 28 8497.45 <30 Days A-2-Q 7193.64 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 54891.59 Day 28 4733.47 <30 Days A-3-Q 8022.70 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 13378.75 Day 28 316.30 91-180 Days A-4-Q 2086.76 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 105234.38 Day 28 3469.84 30-90 Days A-5-Q 6945.03 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 109547.41 Day 28 4371.06 <30 Days CB-1-Q 21269.88 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 6148.47 Day 28 426.84 30-90 Days CB-2-Q 231.41 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 33220.55 Day 28 734.91 Open S-1-Q 2387.98 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 32709.04 Day 28 4109.82 30-90 Days S-2-Q 1880.91 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 54009.52 Day 28 2005.40 <30 Days S-3-Q 4675.16 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 26010.25 Day 28 517.83 91-180 Days S-4-Q 3450.68 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 92691.47 Day 28 10937.87 Open CB-3-Q 14692.52 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 54350.71 Day 28 903.58 30-90 Days G-1-Q 4236.74 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 35129.48 Day 28 4415.97 Open G-2-Q 1427.98 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 6650.57 Day 28 579.88 30-90 Days G-3-Q 207.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 91096.45 Day 28 3234.84 <30 Days S-5-Q 11934.43 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 7268.17 Day 28 993.16 <30 Days S-6-Q 507.14 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 15874.05 Day 28 1700.84 30-90 Days S-7-Q 893.62 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 4912.08 Day 28 354.19 <30 Days E-1-Q 824.45 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 65329.21 Day 28 316.78 Open E-2-Q 13038.14 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 68393.86 Day 28 2233.92 30-90 Days IG-1-Q 4620.99 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 109616.70 Day 28 13895.90 91-180 Days IG-2-Q 20140.27 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 76933.94 Day 28 2729.89 <30 Days C-1 431.26 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 39773.47 Day 28 1636.94 91-180 Days CB-4 7056.55 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 49752.18 Day 28 4214.47 91-180 Days E-10 4475.45 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 68801.10 Day 28 5275.59 <30 Days E-3 8981.25 Yes Liberty Capital Markets Inc. Risk Management