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 10 66450.36 USD Retail E-2-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 10 47953.44 USD Retail IG-1-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 10 53268.46 USD Retail IG-2-Q Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 10 38653.08 USD Retail C-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 10 69777.08 USD Retail CB-4 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 10 38811.98 USD Retail E-10 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 10 54820.56 USD Retail E-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 10 49001.09 USD Retail E-4 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 10 20471.03 USD Retail E-5 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 10 50868.11 USD Retail E-6 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 10 2733.77 USD Retail E-7 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 10 24279.91 USD Retail E-8 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 10 42866.48 USD Retail E-9 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 10 8220.34 USD Retail G-4 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 10 78446.45 USD Retail IG-3 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 10 59830.36 USD Retail IG-4 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 10 69940.67 USD Retail IG-5 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 10 61029.15 USD Retail IG-6 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 10 66585.69 USD Retail IG-7 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 10 7861.49 USD Retail IG-8 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 10 55272.80 USD Retail L-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 10 77908.76 USD Retail L-10 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 10 35012.02 USD Retail L-11 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 10 31631.40 USD Retail L-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 10 67760.86 USD Retail L-3 No