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 78840.81 Day 58 5838.56 <30 Days CB-2-Q 12043.94 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 84067.66 Day 58 4813.24 Open S-1-Q 7948.33 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 63217.23 Day 58 5772.94 Open S-2-Q 11575.33 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 55729.97 Day 58 7549.67 <30 Days S-3-Q 5047.58 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 42909.70 Day 58 4581.08 91-180 Days S-4-Q 1868.27 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 49536.27 Day 58 729.97 Open CB-3-Q 4250.13 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 52226.46 Day 58 3634.01 <30 Days G-1-Q 6586.57 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 5165.22 Day 58 417.04 <30 Days G-2-Q 155.71 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 109819.73 Day 58 2885.56 91-180 Days G-3-Q 20032.14 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 10599.07 Day 58 1366.98 <30 Days S-5-Q 1761.97 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 27917.94 Day 58 1327.19 Open S-6-Q 1289.27 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 16262.70 Day 58 1392.25 30-90 Days S-7-Q 665.11 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 79103.83 Day 58 11438.51 91-180 Days E-1-Q 14002.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 79736.95 Day 58 7328.56 91-180 Days E-2-Q 3380.17 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 40631.32 Day 58 2216.92 91-180 Days IG-1-Q 4438.01 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 9776.08 Day 58 597.48 30-90 Days IG-2-Q 1929.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 86766.25 Day 58 9534.30 30-90 Days C-1 14974.17 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 78858.31 Day 58 1380.04 30-90 Days CB-4 7388.01 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 23741.23 Day 58 3496.34 91-180 Days E-10 3507.96 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 108288.06 Day 58 15697.52 91-180 Days E-3 17761.48 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 30885.39 Day 58 3169.29 91-180 Days E-4 4651.48 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 7664.19 Day 58 946.71 91-180 Days E-5 776.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 97551.45 Day 58 10682.82 <30 Days E-6 2625.31 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 49764.71 Day 58 5456.47 <30 Days E-7 3942.99 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 81083.81 Day 58 3518.19 <30 Days E-8 7617.30 Yes Liberty Capital Markets Inc. Finance