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 13087.91 Day 44 1746.09 30-90 Days A-3-Q 1511.83 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 61379.09 Day 44 2118.20 Open A-4-Q 6997.39 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 8261.37 Day 44 1005.97 30-90 Days A-5-Q 1610.76 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 100174.44 Day 44 11509.46 30-90 Days CB-1-Q 16211.61 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 7343.74 Day 44 118.71 30-90 Days CB-2-Q 195.41 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 7893.85 Day 44 97.81 91-180 Days S-1-Q 928.92 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 7958.95 Day 44 1165.98 91-180 Days S-2-Q 532.38 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 86789.77 Day 44 4038.10 Open S-3-Q 521.07 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 73385.10 Day 44 1732.01 30-90 Days S-4-Q 2146.84 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 54747.95 Day 44 3626.26 Open CB-3-Q 9675.37 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 89087.05 Day 44 66.90 30-90 Days G-1-Q 11685.52 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 90559.03 Day 44 214.24 <30 Days G-2-Q 10486.52 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 104592.60 Day 44 7386.62 91-180 Days G-3-Q 6541.47 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 20213.48 Day 44 2542.55 <30 Days S-5-Q 2992.42 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 86244.04 Day 44 1873.87 91-180 Days S-6-Q 620.01 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 78927.20 Day 44 6356.14 30-90 Days S-7-Q 1371.43 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 88723.00 Day 44 1237.51 <30 Days E-1-Q 5233.47 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 81570.45 Day 44 3013.37 Open E-2-Q 13598.52 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 7934.33 Day 44 717.49 30-90 Days IG-1-Q 1550.04 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 1428.74 Day 44 195.77 Open IG-2-Q 220.07 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 8303.62 Day 44 1226.32 30-90 Days C-1 1198.14 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 39733.59 Day 44 1936.69 <30 Days CB-4 7745.03 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 100720.66 Day 44 9157.89 30-90 Days E-10 6298.62 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 55707.38 Day 44 5618.10 <30 Days E-3 3438.01 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 6429.02 Day 44 951.55 30-90 Days E-4 312.64 No Treasury