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 >4 Yr <= 5 Yr 35013.21 USD Retail S-7 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 81759.39 USD Retail A-0-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 48419.63 USD Retail A-1-Q Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 31767.52 USD Retail A-2-Q No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 164.16 USD Retail A-3-Q Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 67695.50 USD Retail A-4-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 22386.65 USD Retail A-5-Q No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 53369.91 USD Retail CB-1-Q Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 369.97 USD Retail CB-2-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 27623.11 USD Retail S-1-Q Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 16569.46 USD Retail S-2-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 80755.10 USD Retail S-3-Q Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 72397.10 USD Retail S-4-Q Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 37212.88 USD Retail CB-3-Q No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 77303.53 USD Retail G-1-Q No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 51231.44 USD Retail G-2-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 43104.12 USD Retail G-3-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 63703.89 USD Retail S-5-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 34038.13 USD Retail S-6-Q Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 53620.34 USD Retail S-7-Q Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 1381.01 USD Retail E-1-Q No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 23216.22 USD Retail E-2-Q No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 38655.33 USD Retail IG-1-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 62649.77 USD Retail IG-2-Q No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 18939.40 USD Retail C-1 Yes