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 151 - 179 Days 26803.83 USD Other A-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 76136.94 USD Other A-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 56330.08 USD Other A-3-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 25839.68 USD Other A-4-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 7094.66 USD Other A-5-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 13100.91 USD Other CB-1-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 33882.06 USD Other CB-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 63669.79 USD Other S-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 66826.96 USD Other S-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 64641.34 USD Other S-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 52323.05 USD Other S-4-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 38378.02 USD Other CB-3-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 54608.26 USD Other G-1-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 41345.28 USD Other G-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 83908.29 USD Other G-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 37665.55 USD Other S-5-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 53454.81 USD Other S-6-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 41684.37 USD Other S-7-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 17817.26 USD Other E-1-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 75323.43 USD Other E-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 48397.75 USD Other IG-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 83754.54 USD Other IG-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 632.80 USD Other C-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 36103.77 USD Other CB-4 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 73705.55 USD Other E-10 Yes Liberty Capital Markets Inc.