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 44081.72 Day 1 Retail E-8 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 39665.36 Day 1 Retail E-9 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 41275.10 Day 1 Retail G-4 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 61581.66 Day 1 Retail IG-3 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 93789.31 Day 1 Retail IG-4 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 38057.93 Day 1 Retail IG-5 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 53794.00 Day 1 Retail IG-6 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 14142.58 Day 1 Retail IG-7 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 17772.26 Day 1 Retail IG-8 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 18303.02 Day 1 Retail L-1 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 64210.98 Day 1 Retail L-10 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 106168.69 Day 1 Retail L-11 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 17573.11 Day 1 Retail L-2 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 99338.37 Day 1 Retail L-3 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 99869.22 Day 1 Retail L-4 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 44491.72 Day 1 Retail L-5 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 88728.49 Day 1 Retail L-6 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 36042.94 Day 1 Retail L-7 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 17144.72 Day 1 Retail L-8 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 16866.26 Day 1 Retail L-9 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 45935.83 Day 1 Retail LC-1 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 71262.12 Day 1 Retail LC-2 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 36497.51 Day 1 Retail N-1 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 44271.62 Day 1 Retail N-2 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 22716.41 Day 1 Retail N-3 -