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
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 5478.77 USD Retail P-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 80726.65 USD Retail P-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 16375.86 USD Retail S-8 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 9716.47 USD Retail Y-1 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 73192.64 USD Retail Y-2 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 32207.79 USD Retail Y-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 27380.25 USD Retail Y-4 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 24662.52 USD Retail Z-1 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 53321.90 USD Retail A-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 42994.13 USD Retail A-3 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 78984.10 USD Retail A-4 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 62291.24 USD Retail A-5 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 7291.69 USD Retail CB-1 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 24690.08 USD Retail CB-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 33197.56 USD Retail CB-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 24477.81 USD Retail E-1 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 3409.16 USD Retail E-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 924.95 USD Retail G-1 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 16293.44 USD Retail G-2 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 5344.26 USD Retail G-3 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 36061.61 USD Retail IG-1 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 27650.37 USD Retail IG-2 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 83356.20 USD Retail S-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 3392.05 USD Retail S-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 53154.45 USD Retail S-3 No