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 46314.95 Day 3 Retail A-3-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 86805.87 Day 3 Retail A-4-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 95076.61 Day 3 Retail A-5-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 8566.82 Day 3 Retail CB-1-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 41360.36 Day 3 Retail CB-2-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 72274.49 Day 3 Retail S-1-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 29590.96 Day 3 Retail S-2-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 16287.15 Day 3 Retail S-3-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 16770.23 Day 3 Retail S-4-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 55381.06 Day 3 Retail CB-3-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 3671.80 Day 3 Retail G-1-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 2006.15 Day 3 Retail G-2-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 63067.47 Day 3 Retail G-3-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 48511.11 Day 3 Retail S-5-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 111801.77 Day 3 Retail S-6-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 53701.77 Day 3 Retail S-7-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 3612.81 Day 3 Retail E-1-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 67474.71 Day 3 Retail E-2-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 80391.64 Day 3 Retail IG-1-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 78102.79 Day 3 Retail IG-2-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 85104.37 Day 3 Retail C-1 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 112073.53 Day 3 Retail CB-4 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 18211.05 Day 3 Retail E-10 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 64402.76 Day 3 Retail E-3 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 37035.86 Day 3 Retail E-4 -