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 59103.65 91 - 120 Days GSE Y-3 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 71231.50 91 - 120 Days GSE Y-4 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 58989.06 91 - 120 Days GSE Z-1 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 109633.67 91 - 120 Days GSE A-2 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 54898.40 91 - 120 Days GSE A-3 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 70858.31 91 - 120 Days GSE A-4 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 52170.30 91 - 120 Days GSE A-5 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 35126.47 91 - 120 Days GSE CB-1 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 57250.93 91 - 120 Days GSE CB-2 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 17908.87 91 - 120 Days GSE CB-3 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 65661.18 91 - 120 Days GSE E-1 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 39504.23 91 - 120 Days GSE E-2 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 39480.65 91 - 120 Days GSE G-1 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 51581.63 91 - 120 Days GSE G-2 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 31901.56 91 - 120 Days GSE G-3 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 2462.56 91 - 120 Days GSE IG-1 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 107148.15 91 - 120 Days GSE IG-2 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 91859.60 91 - 120 Days GSE S-1 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 94876.75 91 - 120 Days GSE S-2 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 90368.03 91 - 120 Days GSE S-3 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 84156.65 91 - 120 Days GSE S-4 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 88399.76 91 - 120 Days GSE S-5 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 31583.42 91 - 120 Days GSE S-6 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 2562.92 91 - 120 Days GSE S-7 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 63509.69 121 - 150 Days GSE A-0-Q -