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 72113.39 USD Small Business L-5 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 42982.68 USD Small Business L-6 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 1984.48 USD Small Business L-7 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 53051.61 USD Small Business L-8 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 15224.43 USD Small Business L-9 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 39624.48 USD Small Business LC-1 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 69856.21 USD Small Business LC-2 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 40113.55 USD Small Business N-1 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 62528.92 USD Small Business N-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 14519.83 USD Small Business N-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 52072.65 USD Small Business N-4 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 65720.57 USD Small Business N-5 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 62139.54 USD Small Business N-6 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 60703.90 USD Small Business N-7 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 24820.05 USD Small Business P-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 33730.51 USD Small Business P-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 38091.95 USD Small Business S-8 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 44497.49 USD Small Business Y-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 84068.53 USD Small Business Y-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 34144.05 USD Small Business Y-3 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 11111.08 USD Small Business Y-4 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 56119.50 USD Small Business Z-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 27321.26 USD Small Business A-2 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 13290.12 USD Small Business A-3 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 627.47 USD Small Business A-4 No Liberty International Finance Ltd.