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 12 60504.79 USD Retail S-6-Q No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 12 13014.50 USD Retail S-7-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 12 57047.02 USD Retail E-1-Q Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 12 45671.10 USD Retail E-2-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 12 10765.66 USD Retail IG-1-Q No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 12 24697.40 USD Retail IG-2-Q No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 12 41788.97 USD Retail C-1 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 12 62355.77 USD Retail CB-4 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 12 6996.33 USD Retail E-10 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 12 20447.42 USD Retail E-3 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 12 75820.55 USD Retail E-4 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 12 77801.64 USD Retail E-5 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 12 55176.41 USD Retail E-6 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 12 7387.45 USD Retail E-7 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 12 66198.98 USD Retail E-8 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 12 3133.28 USD Retail E-9 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 12 11958.51 USD Retail G-4 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 12 32284.95 USD Retail IG-3 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 12 35281.14 USD Retail IG-4 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 12 45431.50 USD Retail IG-5 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 12 19036.35 USD Retail IG-6 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 12 76718.09 USD Retail IG-7 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 12 65025.63 USD Retail IG-8 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 12 44247.76 USD Retail L-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Day 12 76817.86 USD Retail L-10 No