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 75 - 82 Days 79131.08 USD Small Business IG-8 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 25061.46 USD Small Business L-1 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 3523.57 USD Small Business L-10 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 51014.44 USD Small Business L-11 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 75644.08 USD Small Business L-2 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 46808.55 USD Small Business L-3 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 1513.78 USD Small Business L-4 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 64.10 USD Small Business L-5 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 32885.31 USD Small Business L-6 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 70193.03 USD Small Business L-7 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 53511.32 USD Small Business L-8 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 66451.19 USD Small Business L-9 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 45906.52 USD Small Business LC-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 74870.59 USD Small Business LC-2 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 62045.23 USD Small Business N-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 26020.80 USD Small Business N-2 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 49222.78 USD Small Business N-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 61178.31 USD Small Business N-4 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 55540.00 USD Small Business N-5 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 14975.53 USD Small Business N-6 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 63308.29 USD Small Business N-7 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 28160.90 USD Small Business P-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 83669.55 USD Small Business P-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 6750.56 USD Small Business S-8 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 64880.09 USD Small Business Y-1 Yes Liberty International Finance Ltd.