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 30487.78 >2 Yr <= 3 Yr 4142.06 91-180 Days E-10 829.52 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 25714.24 >2 Yr <= 3 Yr 585.15 30-90 Days E-3 900.16 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 93227.70 >2 Yr <= 3 Yr 8160.35 30-90 Days E-4 16115.28 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 6666.80 >2 Yr <= 3 Yr 948.21 30-90 Days E-5 643.98 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 49528.02 >2 Yr <= 3 Yr 4439.27 Open E-6 3832.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 88327.33 >2 Yr <= 3 Yr 12809.26 30-90 Days E-7 6768.87 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 9281.81 >2 Yr <= 3 Yr 114.78 <30 Days E-8 450.77 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 27288.82 >2 Yr <= 3 Yr 1830.97 <30 Days E-9 104.10 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 105612.15 >2 Yr <= 3 Yr 2622.96 <30 Days G-4 10515.42 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 94412.35 >2 Yr <= 3 Yr 10628.43 30-90 Days IG-3 5534.51 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 100011.35 >2 Yr <= 3 Yr 4416.63 Open IG-4 3965.76 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 103725.52 >2 Yr <= 3 Yr 3802.30 <30 Days IG-5 4854.13 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 62393.63 >2 Yr <= 3 Yr 2194.73 30-90 Days IG-6 926.92 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 87245.10 >2 Yr <= 3 Yr 9127.32 Open IG-7 4348.68 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 5365.61 >2 Yr <= 3 Yr 662.97 91-180 Days IG-8 567.23 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 96232.94 >2 Yr <= 3 Yr 1092.98 <30 Days L-1 4949.61 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 90644.77 >2 Yr <= 3 Yr 1957.11 91-180 Days L-10 2652.79 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 53682.77 >2 Yr <= 3 Yr 5643.95 <30 Days L-11 5558.99 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 3352.78 >2 Yr <= 3 Yr 488.66 <30 Days L-2 220.80 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 19328.43 >2 Yr <= 3 Yr 2679.64 <30 Days L-3 733.35 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 99617.88 >2 Yr <= 3 Yr 762.73 91-180 Days L-4 846.73 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 56035.91 >2 Yr <= 3 Yr 7948.93 <30 Days L-5 10458.91 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 50854.26 >2 Yr <= 3 Yr 3773.70 Open L-6 2577.43 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 16064.69 >2 Yr <= 3 Yr 1379.00 <30 Days L-7 1820.32 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 57725.54 >2 Yr <= 3 Yr 5370.44 30-90 Days L-8 7923.46 Yes Liberty Capital Markets Inc. Treasury