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 180 - 270 Days 36729.23 USD Other CB-3-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 47403.94 USD Other G-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 57677.20 USD Other G-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 50022.76 USD Other G-3-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 41823.43 USD Other S-5-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 76819.34 USD Other S-6-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 45640.08 USD Other S-7-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 20342.56 USD Other E-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 63049.16 USD Other E-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 74177.69 USD Other IG-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 25147.37 USD Other IG-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 38317.25 USD Other C-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 52415.42 USD Other CB-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 44124.02 USD Other E-10 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 59421.93 USD Other E-3 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 78414.52 USD Other E-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 59055.53 USD Other E-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 59114.61 USD Other E-6 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 13108.86 USD Other E-7 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 78788.18 USD Other E-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 3874.12 USD Other E-9 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 79178.03 USD Other G-4 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 83366.21 USD Other IG-3 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 19471.08 USD Other IG-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 180 - 270 Days 69182.69 USD Other IG-5 No