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 102877.36 Day 2 Retail Z-1 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 56341.08 Day 2 Retail A-2 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 38757.61 Day 2 Retail A-3 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 108825.86 Day 2 Retail A-4 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 60448.67 Day 2 Retail A-5 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 55097.59 Day 2 Retail CB-1 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 17709.25 Day 2 Retail CB-2 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 59318.52 Day 2 Retail CB-3 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 47217.60 Day 2 Retail E-1 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 22532.87 Day 2 Retail E-2 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 99142.57 Day 2 Retail G-1 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 10057.18 Day 2 Retail G-2 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 42174.17 Day 2 Retail G-3 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 30353.79 Day 2 Retail IG-1 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 35214.89 Day 2 Retail IG-2 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 101926.12 Day 2 Retail S-1 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 40823.50 Day 2 Retail S-2 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 37456.22 Day 2 Retail S-3 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 99910.14 Day 2 Retail S-4 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 84738.44 Day 2 Retail S-5 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 69308.75 Day 2 Retail S-6 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 43841.68 Day 2 Retail S-7 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 54004.83 Day 3 Retail A-0-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 69902.64 Day 3 Retail A-1-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 5730.12 Day 3 Retail A-2-Q -