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 70175.06 USD Other LC-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 63882.74 USD Other LC-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 55062.14 USD Other N-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 52110.18 USD Other N-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 51039.31 USD Other N-3 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 77956.30 USD Other N-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 24066.78 USD Other N-5 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 82656.41 USD Other N-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 75653.99 USD Other N-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 76953.68 USD Other P-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 83649.49 USD Other P-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 56827.12 USD Other S-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 29786.11 USD Other Y-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 43803.72 USD Other Y-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 84596.75 USD Other Y-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 17882.38 USD Other Y-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 36482.40 USD Other Z-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 16580.50 USD Other A-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 45739.71 USD Other A-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 58579.52 USD Other A-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 33202.46 USD Other A-5 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 40215.24 USD Other CB-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 37209.84 USD Other CB-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 36651.23 USD Other CB-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 84757.02 USD Other E-1 Yes Liberty Mortgage Services Corp.