Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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Potential Derivative Valuation Changes

Report Date Reporting Entity Product Maturity Amount Maturity Bucket Counterparty Collateral Class Insured
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 69026.18 Day 1 Retail CB-1-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 107543.60 Day 1 Retail CB-2-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 2024.27 Day 1 Retail S-1-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 52315.26 Day 1 Retail S-2-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 78500.55 Day 1 Retail S-3-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 100104.94 Day 1 Retail S-4-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 98603.87 Day 1 Retail CB-3-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 97117.39 Day 1 Retail G-1-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 41113.94 Day 1 Retail G-2-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 97839.68 Day 1 Retail G-3-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 24637.61 Day 1 Retail S-5-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 83735.33 Day 1 Retail S-6-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 80390.77 Day 1 Retail S-7-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 74994.38 Day 1 Retail E-1-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 80818.16 Day 1 Retail E-2-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 54773.02 Day 1 Retail IG-1-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 53137.62 Day 1 Retail IG-2-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 56571.60 Day 1 Retail C-1 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 106582.46 Day 1 Retail CB-4 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 68525.48 Day 1 Retail E-10 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 3477.29 Day 1 Retail E-3 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 56888.93 Day 1 Retail E-4 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 13188.81 Day 1 Retail E-5 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 37245.62 Day 1 Retail E-6 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 49136.29 Day 1 Retail E-7 -