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 64752.90 USD Small Business P-1 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 37448.84 USD Small Business P-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 36919.27 USD Small Business S-8 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 47560.04 USD Small Business Y-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 30115.22 USD Small Business Y-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 41703.75 USD Small Business Y-3 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 66696.56 USD Small Business Y-4 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 85368.81 USD Small Business Z-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 25436.46 USD Small Business A-2 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 64405.11 USD Small Business A-3 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 38471.42 USD Small Business A-4 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 9860.91 USD Small Business A-5 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 19668.31 USD Small Business CB-1 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 64111.10 USD Small Business CB-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 83271.60 USD Small Business CB-3 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 81987.18 USD Small Business E-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 4535.55 USD Small Business E-2 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 46405.65 USD Small Business G-1 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 61347.44 USD Small Business G-2 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 61644.46 USD Small Business G-3 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 60900.00 USD Small Business IG-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 69380.21 USD Small Business IG-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 11777.58 USD Small Business S-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 74833.09 USD Small Business S-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 40954.81 USD Small Business S-3 No Liberty Mortgage Services Corp.