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 87472.94 >= 1 Yr <= 2 Yr 9244.46 <30 Days G-2-Q 3822.91 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 61949.61 >= 1 Yr <= 2 Yr 9215.67 30-90 Days G-3-Q 2320.97 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 66317.31 >= 1 Yr <= 2 Yr 6769.63 Open S-5-Q 2835.95 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 58534.99 >= 1 Yr <= 2 Yr 7653.86 Open S-6-Q 11389.31 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 74612.67 >= 1 Yr <= 2 Yr 8334.95 30-90 Days S-7-Q 7137.00 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 53965.52 >= 1 Yr <= 2 Yr 4619.75 30-90 Days E-1-Q 9794.76 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 112369.42 >= 1 Yr <= 2 Yr 14893.50 Open E-2-Q 1474.47 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 6648.19 >= 1 Yr <= 2 Yr 841.33 Open IG-1-Q 1214.07 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 31509.54 >= 1 Yr <= 2 Yr 771.41 91-180 Days IG-2-Q 3332.60 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 15938.49 >= 1 Yr <= 2 Yr 1063.04 Open C-1 1393.39 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 8686.33 >= 1 Yr <= 2 Yr 145.91 91-180 Days CB-4 1368.97 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 91028.02 >= 1 Yr <= 2 Yr 10824.60 30-90 Days E-10 17321.27 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 57609.63 >= 1 Yr <= 2 Yr 8602.50 30-90 Days E-3 10123.61 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 57023.17 >= 1 Yr <= 2 Yr 701.25 30-90 Days E-4 4519.06 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 91271.69 >= 1 Yr <= 2 Yr 803.44 91-180 Days E-5 17649.35 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 40663.67 >= 1 Yr <= 2 Yr 1246.06 30-90 Days E-6 4275.55 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 3748.50 >= 1 Yr <= 2 Yr 476.16 <30 Days E-7 671.07 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 51438.74 >= 1 Yr <= 2 Yr 4613.24 <30 Days E-8 9444.57 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 99170.79 >= 1 Yr <= 2 Yr 4151.12 91-180 Days E-9 18971.25 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 84521.37 >= 1 Yr <= 2 Yr 8894.68 91-180 Days G-4 3716.84 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 97196.04 >= 1 Yr <= 2 Yr 6437.35 Open IG-3 18513.35 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 102973.17 >= 1 Yr <= 2 Yr 7176.70 <30 Days IG-4 7085.46 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 54269.40 >= 1 Yr <= 2 Yr 5810.76 <30 Days IG-5 3112.12 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 110924.85 >= 1 Yr <= 2 Yr 1113.33 91-180 Days IG-6 1428.56 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 39685.58 >= 1 Yr <= 2 Yr 2961.28 30-90 Days IG-7 4809.57 Yes Liberty Mortgage Services Corp. Risk Management