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 82390.17 Day 2 Retail L-11 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 65324.25 Day 2 Retail L-2 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 72143.84 Day 2 Retail L-3 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 19901.85 Day 2 Retail L-4 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 72093.59 Day 2 Retail L-5 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 75308.10 Day 2 Retail L-6 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 31561.17 Day 2 Retail L-7 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 10265.54 Day 2 Retail L-8 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 67869.83 Day 2 Retail L-9 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 42785.25 Day 2 Retail LC-1 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 78250.47 Day 2 Retail LC-2 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 45446.63 Day 2 Retail N-1 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 48988.97 Day 2 Retail N-2 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 102199.84 Day 2 Retail N-3 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 54544.69 Day 2 Retail N-4 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 106498.20 Day 2 Retail N-5 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 103802.17 Day 2 Retail N-6 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 35585.49 Day 2 Retail N-7 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 21641.36 Day 2 Retail P-1 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 66648.94 Day 2 Retail P-2 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 11260.02 Day 2 Retail S-8 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 4633.64 Day 2 Retail Y-1 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 2047.81 Day 2 Retail Y-2 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 39823.94 Day 2 Retail Y-3 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 38557.17 Day 2 Retail Y-4 -