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 Open 38303.51 USD Retail S-3-Q Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 84907.08 USD Retail S-4-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 70281.94 USD Retail CB-3-Q Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 37080.07 USD Retail G-1-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 65736.39 USD Retail G-2-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 53057.77 USD Retail G-3-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 38869.76 USD Retail S-5-Q No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 76534.30 USD Retail S-6-Q Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 29709.55 USD Retail S-7-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 6546.97 USD Retail E-1-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 76131.83 USD Retail E-2-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 84942.10 USD Retail IG-1-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 85719.63 USD Retail IG-2-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 22474.54 USD Retail C-1 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 52865.92 USD Retail CB-4 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 70390.93 USD Retail E-10 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 15523.60 USD Retail E-3 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 65104.82 USD Retail E-4 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 25113.96 USD Retail E-5 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 52876.61 USD Retail E-6 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 9652.21 USD Retail E-7 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 76034.53 USD Retail E-8 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 69264.41 USD Retail E-9 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 74905.20 USD Retail G-4 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 16345.37 USD Retail IG-3 Yes