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 54 12448.22 USD Retail N-2 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 54 6399.21 USD Retail N-3 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 54 43768.03 USD Retail N-4 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 54 65495.45 USD Retail N-5 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 54 83276.95 USD Retail N-6 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 54 42686.31 USD Retail N-7 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 54 1373.64 USD Retail P-1 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 54 3641.96 USD Retail P-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 54 81369.97 USD Retail S-8 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 54 13594.50 USD Retail Y-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 54 78222.45 USD Retail Y-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 54 65891.34 USD Retail Y-3 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 54 74257.17 USD Retail Y-4 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 54 18387.36 USD Retail Z-1 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 54 47396.12 USD Retail A-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 54 67102.79 USD Retail A-3 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 54 36868.15 USD Retail A-4 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 54 47349.92 USD Retail A-5 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 54 12102.55 USD Retail CB-1 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 54 3652.44 USD Retail CB-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 54 57612.25 USD Retail CB-3 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 54 22722.11 USD Retail E-1 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 54 33742.71 USD Retail E-2 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 54 13548.94 USD Retail G-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 54 60426.22 USD Retail G-2 Yes Liberty Wealth Management LLC