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
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 33881.55 USD Other Y-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 82706.26 USD Other Y-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 55204.34 USD Other Z-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 24392.64 USD Other A-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 30558.76 USD Other A-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 9472.79 USD Other A-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 38857.60 USD Other A-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 954.09 USD Other CB-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 48964.92 USD Other CB-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 74510.49 USD Other CB-3 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 24536.73 USD Other E-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 10698.10 USD Other E-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 71667.15 USD Other G-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 2649.30 USD Other G-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 1228.73 USD Other G-3 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 83495.81 USD Other IG-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 3968.95 USD Other IG-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 30717.94 USD Other S-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 3419.74 USD Other S-2 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 22672.23 USD Other S-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 22955.28 USD Other S-4 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 25357.96 USD Other S-5 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 11610.21 USD Other S-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 121 - 150 Days 72763.43 USD Other S-7 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 12592.69 USD Other A-0-Q Yes Liberty Capital Markets Inc.