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 42990.32 >5 Yr Non-Financial Corporate N-4 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 102985.11 >5 Yr Non-Financial Corporate N-5 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 42713.98 >5 Yr Non-Financial Corporate N-6 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 104690.17 >5 Yr Non-Financial Corporate N-7 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 78589.51 >5 Yr Non-Financial Corporate P-1 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 12683.26 >5 Yr Non-Financial Corporate P-2 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 31158.51 >5 Yr Non-Financial Corporate S-8 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 67573.38 >5 Yr Non-Financial Corporate Y-1 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 33532.17 >5 Yr Non-Financial Corporate Y-2 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 29270.82 >5 Yr Non-Financial Corporate Y-3 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 107406.29 >5 Yr Non-Financial Corporate Y-4 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 36488.59 >5 Yr Non-Financial Corporate Z-1 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 50527.95 >5 Yr Non-Financial Corporate A-2 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 46866.23 >5 Yr Non-Financial Corporate A-3 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 88707.63 >5 Yr Non-Financial Corporate A-4 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 50837.58 >5 Yr Non-Financial Corporate A-5 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 12978.34 >5 Yr Non-Financial Corporate CB-1 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 81008.97 >5 Yr Non-Financial Corporate CB-2 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 81309.07 >5 Yr Non-Financial Corporate CB-3 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 67464.66 >5 Yr Non-Financial Corporate E-1 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 41915.94 >5 Yr Non-Financial Corporate E-2 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 61910.13 >5 Yr Non-Financial Corporate G-1 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 43760.70 >5 Yr Non-Financial Corporate G-2 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 62381.08 >5 Yr Non-Financial Corporate G-3 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 34874.16 >5 Yr Non-Financial Corporate IG-1 -