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 14676.31 Day 1 Retail N-4 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 46436.47 Day 1 Retail N-5 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 33954.48 Day 1 Retail N-6 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 58946.14 Day 1 Retail N-7 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 84332.91 Day 1 Retail P-1 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 76333.34 Day 1 Retail P-2 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 40073.61 Day 1 Retail S-8 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 71997.93 Day 1 Retail Y-1 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 66695.11 Day 1 Retail Y-2 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 105781.69 Day 1 Retail Y-3 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 54529.84 Day 1 Retail Y-4 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 80281.58 Day 1 Retail Z-1 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 41391.71 Day 1 Retail A-2 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 43771.56 Day 1 Retail A-3 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 113382.46 Day 1 Retail A-4 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 26055.08 Day 1 Retail A-5 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 48271.30 Day 1 Retail CB-1 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 66825.22 Day 1 Retail CB-2 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 54079.49 Day 1 Retail CB-3 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 94080.60 Day 1 Retail E-1 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 11054.37 Day 1 Retail E-2 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 82161.27 Day 1 Retail G-1 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 95888.28 Day 1 Retail G-2 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 963.58 Day 1 Retail G-3 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 17560.04 Day 1 Retail IG-1 -