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 80682.41 USD Small Business IG-1-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 60522.37 USD Small Business IG-2-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 35718.41 USD Small Business C-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 29125.88 USD Small Business CB-4 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 65841.89 USD Small Business E-10 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 75638.02 USD Small Business E-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 72124.23 USD Small Business E-4 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 81985.57 USD Small Business E-5 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 47636.82 USD Small Business E-6 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 52132.82 USD Small Business E-7 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 37953.11 USD Small Business E-8 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 9748.17 USD Small Business E-9 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 35518.51 USD Small Business G-4 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 55544.90 USD Small Business IG-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 45792.12 USD Small Business IG-4 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 79171.94 USD Small Business IG-5 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 40478.66 USD Small Business IG-6 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 37394.71 USD Small Business IG-7 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 37582.60 USD Small Business IG-8 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 73365.44 USD Small Business L-1 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 79199.94 USD Small Business L-10 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 15811.38 USD Small Business L-11 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 43823.03 USD Small Business L-2 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 59030.35 USD Small Business L-3 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 9020.15 USD Small Business L-4 Yes Liberty Mortgage Services Corp.