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 86527.75 USD Small Business Y-2 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 77070.32 USD Small Business Y-3 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 6469.23 USD Small Business Y-4 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 44463.56 USD Small Business Z-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 17460.29 USD Small Business A-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 69916.58 USD Small Business A-3 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 18660.06 USD Small Business A-4 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 49547.00 USD Small Business A-5 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 36944.97 USD Small Business CB-1 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 13422.63 USD Small Business CB-2 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 75965.79 USD Small Business CB-3 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 86557.22 USD Small Business E-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 44274.89 USD Small Business E-2 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 63526.39 USD Small Business G-1 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 57569.05 USD Small Business G-2 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 44741.49 USD Small Business G-3 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 84866.19 USD Small Business IG-1 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 13940.82 USD Small Business IG-2 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 76203.42 USD Small Business S-1 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 50111.00 USD Small Business S-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 66630.92 USD Small Business S-3 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 69304.63 USD Small Business S-4 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 34420.36 USD Small Business S-5 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 85954.46 USD Small Business S-6 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 58267.10 USD Small Business S-7 No Liberty Capital Markets Inc.