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 Day 44 58937.56 USD Other L-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 24507.48 USD Other L-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 58531.43 USD Other L-9 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 18394.41 USD Other LC-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 16935.33 USD Other LC-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 51996.08 USD Other N-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 9248.73 USD Other N-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 83990.17 USD Other N-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 49152.70 USD Other N-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 37489.45 USD Other N-5 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 57959.06 USD Other N-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 72228.30 USD Other N-7 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 72017.13 USD Other P-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 53095.03 USD Other P-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 39119.74 USD Other S-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 10856.12 USD Other Y-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 79727.52 USD Other Y-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 65624.92 USD Other Y-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 28728.40 USD Other Y-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 31965.44 USD Other Z-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 93.87 USD Other A-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 5856.72 USD Other A-3 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 3600.68 USD Other A-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 5276.32 USD Other A-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 40960.07 USD Other CB-1 Yes