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 48892.01 Day 40 5319.14 <30 Days IG-3 8216.51 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 50205.56 Day 40 2816.25 30-90 Days IG-4 1471.87 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 69174.12 Day 40 369.05 <30 Days IG-5 13084.45 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 15156.88 Day 40 1837.13 91-180 Days IG-6 1025.09 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 52543.15 Day 40 3647.50 91-180 Days IG-7 306.80 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 85924.24 Day 40 6383.30 30-90 Days IG-8 14116.67 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 38887.76 Day 40 1672.51 30-90 Days L-1 2455.14 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 75933.79 Day 40 7854.65 <30 Days L-10 9057.66 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 15689.69 Day 40 692.27 91-180 Days L-11 2277.47 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 29695.76 Day 40 1070.96 Open L-2 2679.89 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 69303.71 Day 40 5759.67 <30 Days L-3 13069.07 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 60376.23 Day 40 4461.41 91-180 Days L-4 3049.59 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 12984.47 Day 40 488.92 91-180 Days L-5 1371.23 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 12879.05 Day 40 624.06 91-180 Days L-6 328.69 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 32193.75 Day 40 4561.52 30-90 Days L-7 5897.36 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 96334.85 Day 40 10696.80 91-180 Days L-8 4709.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 16826.79 Day 40 2201.86 30-90 Days L-9 888.50 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 56695.84 Day 40 1375.06 91-180 Days LC-1 7245.99 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 110176.44 Day 40 5992.98 91-180 Days LC-2 11090.33 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 79690.47 Day 40 8567.98 30-90 Days N-1 7467.02 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 18530.74 Day 40 897.92 Open N-2 300.63 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 92685.33 Day 40 3717.47 91-180 Days N-3 4260.10 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 103629.97 Day 40 7071.41 30-90 Days N-4 15456.07 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 68151.28 Day 40 5975.34 91-180 Days N-5 3806.14 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 28028.42 Day 40 3288.57 30-90 Days N-6 4662.97 No Operations