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 >5 Yr 78459.60 USD Small Business S-3-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 57076.64 USD Small Business S-4-Q No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 24852.25 USD Small Business CB-3-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 12350.66 USD Small Business G-1-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 76421.18 USD Small Business G-2-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 35475.82 USD Small Business G-3-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 28173.05 USD Small Business S-5-Q Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 29693.88 USD Small Business S-6-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 58623.30 USD Small Business S-7-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 37511.07 USD Small Business E-1-Q Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 71593.01 USD Small Business E-2-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 15431.69 USD Small Business IG-1-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 62307.30 USD Small Business IG-2-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 24398.36 USD Small Business C-1 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 22865.63 USD Small Business CB-4 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 24058.31 USD Small Business E-10 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 64733.33 USD Small Business E-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 78407.46 USD Small Business E-4 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 15361.60 USD Small Business E-5 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 33261.74 USD Small Business E-6 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 77245.30 USD Small Business E-7 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 82429.39 USD Small Business E-8 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 40698.11 USD Small Business E-9 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 84211.02 USD Small Business G-4 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 83413.33 USD Small Business IG-3 No