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 54551.24 Day 35 7409.73 91-180 Days G-3 7866.46 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 1668.57 Day 35 92.19 Open IG-1 130.58 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 43488.27 Day 35 1965.48 91-180 Days IG-2 2833.21 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 40148.20 Day 35 5761.76 Open S-1 4496.14 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 30678.28 Day 35 3705.32 30-90 Days S-2 2320.44 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 18326.61 Day 35 2472.93 91-180 Days S-3 2477.50 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 113661.83 Day 35 10369.04 <30 Days S-4 11573.83 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 92787.22 Day 35 5484.54 30-90 Days S-5 11002.03 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 22803.75 Day 35 3142.17 30-90 Days S-6 3602.13 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 25821.72 Day 35 1176.43 Open S-7 514.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 24041.52 Day 36 1076.97 Open A-0-Q 847.80 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 106082.88 Day 36 12464.11 30-90 Days A-1-Q 13164.51 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 4199.68 Day 36 384.30 <30 Days A-2-Q 104.28 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 74955.11 Day 36 460.64 91-180 Days A-3-Q 7322.78 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 13674.40 Day 36 278.95 91-180 Days A-4-Q 7.15 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 108819.49 Day 36 12510.84 Open A-5-Q 19241.09 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 17433.73 Day 36 2412.72 30-90 Days CB-1-Q 2119.10 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 101423.61 Day 36 14427.13 Open CB-2-Q 17544.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 7486.84 Day 36 884.51 Open S-1-Q 863.87 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 51453.14 Day 36 1945.79 <30 Days S-2-Q 3077.39 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 50480.37 Day 36 2261.76 91-180 Days S-3-Q 6853.87 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 12952.09 Day 36 371.62 30-90 Days S-4-Q 688.81 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 9667.17 Day 36 922.96 91-180 Days CB-3-Q 666.38 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 112798.87 Day 36 13865.46 <30 Days G-1-Q 10090.73 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 54163.15 Day 36 5681.70 <30 Days G-2-Q 5150.74 No Treasury