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 93898.35 Open Retail A-4 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 44833.27 Open Retail A-5 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 110219.10 Open Retail CB-1 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 88308.57 Open Retail CB-2 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 1651.20 Open Retail CB-3 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 2111.92 Open Retail E-1 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 55486.81 Open Retail E-2 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 91056.68 Open Retail G-1 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 103729.13 Open Retail G-2 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 49449.86 Open Retail G-3 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 110791.72 Open Retail IG-1 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 16206.88 Open Retail IG-2 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 46465.55 Open Retail S-1 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 63866.58 Open Retail S-2 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 112267.26 Open Retail S-3 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 20471.04 Open Retail S-4 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 39667.37 Open Retail S-5 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 13077.38 Open Retail S-6 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 29352.72 Open Retail S-7 -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 101171.25 Day 1 Retail A-0-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 44348.69 Day 1 Retail A-1-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 8421.39 Day 1 Retail A-2-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 6196.20 Day 1 Retail A-3-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 4746.43 Day 1 Retail A-4-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 95062.09 Day 1 Retail A-5-Q -