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 39 37663.29 USD Small Business E-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 39 43640.31 USD Small Business E-2 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 39 49310.81 USD Small Business G-1 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 39 66095.03 USD Small Business G-2 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 39 11897.12 USD Small Business G-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 39 1309.93 USD Small Business IG-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 39 157.08 USD Small Business IG-2 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 39 66779.54 USD Small Business S-1 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 39 70061.64 USD Small Business S-2 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 39 83593.58 USD Small Business S-3 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 39 86285.12 USD Small Business S-4 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 39 32892.41 USD Small Business S-5 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 39 40145.98 USD Small Business S-6 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 39 84602.46 USD Small Business S-7 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 40 70097.27 USD Small Business A-0-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 40 40471.35 USD Small Business A-1-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 40 28971.24 USD Small Business A-2-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 40 52846.53 USD Small Business A-3-Q No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 40 10881.29 USD Small Business A-4-Q No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 40 27336.01 USD Small Business A-5-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 40 57334.73 USD Small Business CB-1-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 40 41862.10 USD Small Business CB-2-Q No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 40 17919.42 USD Small Business S-1-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 40 3390.74 USD Small Business S-2-Q No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 40 41599.71 USD Small Business S-3-Q No Liberty Mortgage Services Corp.