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 58892.99 Day 2 Retail S-6-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 25007.53 Day 2 Retail S-7-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 37980.73 Day 2 Retail E-1-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 72937.00 Day 2 Retail E-2-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 25777.75 Day 2 Retail IG-1-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 11551.47 Day 2 Retail IG-2-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 70194.82 Day 2 Retail C-1 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 100330.45 Day 2 Retail CB-4 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 79425.86 Day 2 Retail E-10 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 93648.43 Day 2 Retail E-3 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 104069.45 Day 2 Retail E-4 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 45238.12 Day 2 Retail E-5 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 111107.33 Day 2 Retail E-6 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 13157.32 Day 2 Retail E-7 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 51467.97 Day 2 Retail E-8 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 7240.53 Day 2 Retail E-9 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 83015.75 Day 2 Retail G-4 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 57728.35 Day 2 Retail IG-3 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 64410.39 Day 2 Retail IG-4 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 88973.24 Day 2 Retail IG-5 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 69061.86 Day 2 Retail IG-6 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 98557.26 Day 2 Retail IG-7 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 14332.04 Day 2 Retail IG-8 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 44787.36 Day 2 Retail L-1 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 37199.77 Day 2 Retail L-10 -