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 >4 Yr <= 5 Yr 69863.02 USD Other S-6-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 51094.85 USD Other S-7-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 26575.29 USD Other E-1-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 29480.15 USD Other E-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 11719.80 USD Other IG-1-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 71281.60 USD Other IG-2-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 56390.63 USD Other C-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 58900.71 USD Other CB-4 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 14598.93 USD Other E-10 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 56953.89 USD Other E-3 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 14213.49 USD Other E-4 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 63315.76 USD Other E-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 29806.03 USD Other E-6 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 32266.76 USD Other E-7 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 3183.46 USD Other E-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 86505.83 USD Other E-9 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 34924.81 USD Other G-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 20897.01 USD Other IG-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 80029.22 USD Other IG-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 65167.87 USD Other IG-5 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 24153.08 USD Other IG-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 70824.57 USD Other IG-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 32430.06 USD Other IG-8 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 48469.45 USD Other L-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 14736.94 USD Other L-10 Yes