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 41957.38 Day 22 PSE A-3-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 22646.04 Day 22 PSE A-4-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 87792.97 Day 22 PSE A-5-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 74290.99 Day 22 PSE CB-1-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 50983.65 Day 22 PSE CB-2-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 474.66 Day 22 PSE S-1-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 65417.17 Day 22 PSE S-2-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 68555.68 Day 22 PSE S-3-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 55019.13 Day 22 PSE S-4-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 52441.19 Day 22 PSE CB-3-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 4062.53 Day 22 PSE G-1-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 89306.68 Day 22 PSE G-2-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 101725.42 Day 22 PSE G-3-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 89328.78 Day 22 PSE S-5-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 60576.95 Day 22 PSE S-6-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 40742.53 Day 22 PSE S-7-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 85757.84 Day 22 PSE E-1-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 93590.58 Day 22 PSE E-2-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 13609.68 Day 22 PSE IG-1-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 78849.15 Day 22 PSE IG-2-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 90474.79 Day 22 PSE C-1 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 51408.02 Day 22 PSE CB-4 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 53443.75 Day 22 PSE E-10 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 81918.86 Day 22 PSE E-3 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 91056.51 Day 22 PSE E-4 -