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 19354.15 Day 1 Retail IG-2 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 82888.90 Day 1 Retail S-1 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 36034.12 Day 1 Retail S-2 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 47051.22 Day 1 Retail S-3 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 47198.97 Day 1 Retail S-4 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 11778.28 Day 1 Retail S-5 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 24526.52 Day 1 Retail S-6 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 100007.22 Day 1 Retail S-7 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 3893.36 Day 2 Retail A-0-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 81368.91 Day 2 Retail A-1-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 89976.71 Day 2 Retail A-2-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 18833.70 Day 2 Retail A-3-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 64605.73 Day 2 Retail A-4-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 32069.37 Day 2 Retail A-5-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 8068.15 Day 2 Retail CB-1-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 73819.74 Day 2 Retail CB-2-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 98267.49 Day 2 Retail S-1-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 20043.48 Day 2 Retail S-2-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 85005.41 Day 2 Retail S-3-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 83799.10 Day 2 Retail S-4-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 80655.05 Day 2 Retail CB-3-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 47023.26 Day 2 Retail G-1-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 31010.47 Day 2 Retail G-2-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 71704.09 Day 2 Retail G-3-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 33158.83 Day 2 Retail S-5-Q -