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 48 26160.95 USD Small Business CB-3 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 48 32543.27 USD Small Business E-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 48 19895.71 USD Small Business E-2 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 48 84156.04 USD Small Business G-1 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 48 5338.66 USD Small Business G-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 48 14844.91 USD Small Business G-3 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 48 43077.31 USD Small Business IG-1 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 48 52049.40 USD Small Business IG-2 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 48 9846.69 USD Small Business S-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 48 85496.45 USD Small Business S-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 48 86467.23 USD Small Business S-3 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 48 69624.68 USD Small Business S-4 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 48 71725.95 USD Small Business S-5 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 48 72771.72 USD Small Business S-6 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 48 3395.97 USD Small Business S-7 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 49 82165.11 USD Small Business A-0-Q No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 49 36130.52 USD Small Business A-1-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 49 78768.57 USD Small Business A-2-Q Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 49 49335.08 USD Small Business A-3-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 49 27412.48 USD Small Business A-4-Q No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 49 48983.41 USD Small Business A-5-Q No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 49 86533.81 USD Small Business CB-1-Q No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 49 21980.15 USD Small Business CB-2-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 49 54311.41 USD Small Business S-1-Q No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 49 58754.57 USD Small Business S-2-Q No