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 22400.08 USD Other E-2 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 12027.69 USD Other G-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 24085.77 USD Other G-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 68069.89 USD Other G-3 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 24090.27 USD Other IG-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 632.55 USD Other IG-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 20336.13 USD Other S-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 80268.34 USD Other S-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 1253.90 USD Other S-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 82903.62 USD Other S-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 65907.54 USD Other S-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 40801.19 USD Other S-6 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 151 - 179 Days 67416.13 USD Other S-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 71874.62 USD Other A-0-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 85303.19 USD Other A-1-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 39595.76 USD Other A-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 33862.92 USD Other A-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 40248.70 USD Other A-4-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 29780.38 USD Other A-5-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 50649.46 USD Other CB-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 11001.59 USD Other CB-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 64309.85 USD Other S-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 19164.11 USD Other S-2-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 78477.70 USD Other S-3-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 11498.15 USD Other S-4-Q No Liberty International Finance Ltd.