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 55 15167.25 USD Retail Y-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 55 41685.43 USD Retail Y-4 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 55 86614.76 USD Retail Z-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 55 46389.29 USD Retail A-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 55 82721.85 USD Retail A-3 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 55 77388.08 USD Retail A-4 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 55 30412.97 USD Retail A-5 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 55 70379.42 USD Retail CB-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 55 39493.37 USD Retail CB-2 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 55 73049.13 USD Retail CB-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 55 61356.39 USD Retail E-1 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 55 1598.58 USD Retail E-2 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 55 77189.82 USD Retail G-1 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 55 44740.67 USD Retail G-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 55 8859.25 USD Retail G-3 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 55 17296.78 USD Retail IG-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 55 32988.90 USD Retail IG-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 55 8956.54 USD Retail S-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 55 40009.53 USD Retail S-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 55 6427.48 USD Retail S-3 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 55 37066.73 USD Retail S-4 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 55 68276.90 USD Retail S-5 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 55 39394.47 USD Retail S-6 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 55 12586.88 USD Retail S-7 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 56 18145.49 USD Retail A-0-Q Yes