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 Day 1 4420.23 USD Retail IG-1-Q No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 38193.97 USD Retail IG-2-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 5514.14 USD Retail C-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 32346.15 USD Retail CB-4 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 9880.58 USD Retail E-10 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 34140.79 USD Retail E-3 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 55693.77 USD Retail E-4 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 28773.29 USD Retail E-5 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 1867.97 USD Retail E-6 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 25383.99 USD Retail E-7 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 62448.40 USD Retail E-8 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 85562.61 USD Retail E-9 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 66373.35 USD Retail G-4 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 8231.22 USD Retail IG-3 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 35439.13 USD Retail IG-4 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 26816.61 USD Retail IG-5 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 28553.89 USD Retail IG-6 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 69367.78 USD Retail IG-7 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 51381.91 USD Retail IG-8 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 30376.80 USD Retail L-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 35825.41 USD Retail L-10 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 11861.53 USD Retail L-11 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 30674.76 USD Retail L-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 36576.61 USD Retail L-3 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 1 17539.11 USD Retail L-4 No