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 94116.79 121 - 150 Days 11360.24 91-180 Days L-4 9833.55 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 1875.38 121 - 150 Days 42.40 30-90 Days L-5 106.24 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 38378.46 121 - 150 Days 4839.32 91-180 Days L-6 2403.76 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 30628.63 121 - 150 Days 722.40 91-180 Days L-7 721.54 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 10285.61 121 - 150 Days 240.26 Open L-8 1207.37 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 21257.64 121 - 150 Days 1668.39 <30 Days L-9 2210.58 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 27913.51 121 - 150 Days 1312.10 30-90 Days LC-1 2473.69 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 7984.02 121 - 150 Days 497.27 91-180 Days LC-2 174.05 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 46826.61 121 - 150 Days 5799.16 30-90 Days N-1 8557.76 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 7981.23 121 - 150 Days 646.13 30-90 Days N-2 1440.03 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 111506.26 121 - 150 Days 10806.91 <30 Days N-3 12130.44 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 41016.93 121 - 150 Days 6004.19 Open N-4 1680.86 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 103393.47 121 - 150 Days 11156.02 91-180 Days N-5 12386.63 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 104148.89 121 - 150 Days 11404.86 <30 Days N-6 4463.67 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 19080.09 121 - 150 Days 2311.10 91-180 Days N-7 2497.09 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 37504.77 121 - 150 Days 3405.37 Open P-1 686.99 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 53004.36 121 - 150 Days 4925.86 <30 Days P-2 3374.21 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 101633.69 121 - 150 Days 6022.25 <30 Days S-8 18229.55 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 45459.66 121 - 150 Days 2142.78 30-90 Days Y-1 4380.54 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 92708.62 121 - 150 Days 9264.24 Open Y-2 10302.94 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 51276.30 121 - 150 Days 771.34 <30 Days Y-3 4306.27 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 51111.74 121 - 150 Days 1887.86 30-90 Days Y-4 2033.96 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 73580.46 121 - 150 Days 941.76 30-90 Days Z-1 1620.58 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 5137.10 121 - 150 Days 544.17 91-180 Days A-2 431.38 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 94631.35 121 - 150 Days 801.98 30-90 Days A-3 2846.28 Yes Liberty Capital Markets Inc. Operations