Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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I.O.1: Derivative Receivables

Report Date Reporting Entity Product ID Product Maturity Bucket Maturity Amount Currency Counterparty Collateral Class Treasury Control Business Line Internal Counterparty
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Open 12341.55 USD Other Y-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Open 22735.30 USD Other Y-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Open 72119.52 USD Other Y-4 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Open 40838.59 USD Other Z-1 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Open 70525.88 USD Other A-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Open 17632.46 USD Other A-3 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Open 7227.78 USD Other A-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Open 39276.41 USD Other A-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Open 69854.40 USD Other CB-1 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Open 17373.66 USD Other CB-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Open 59592.21 USD Other CB-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Open 55619.16 USD Other E-1 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Open 83580.36 USD Other E-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Open 26155.14 USD Other G-1 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Open 36104.33 USD Other G-2 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Open 21554.43 USD Other G-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Open 85385.74 USD Other IG-1 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Open 36400.33 USD Other IG-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Open 72352.27 USD Other S-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Open 7101.22 USD Other S-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Open 32275.60 USD Other S-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Open 60162.98 USD Other S-4 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Open 16604.19 USD Other S-5 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Open 19893.56 USD Other S-6 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Open 42414.11 USD Other S-7 No