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 271 - 364 Days 50136.40 USD Other CB-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 17598.22 USD Other CB-3 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 40202.68 USD Other E-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 2130.67 USD Other E-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 50358.01 USD Other G-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 82926.38 USD Other G-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 47959.01 USD Other G-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 65794.14 USD Other IG-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 10885.34 USD Other IG-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 84116.93 USD Other S-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 24719.22 USD Other S-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 5382.43 USD Other S-3 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 72382.61 USD Other S-4 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 44060.55 USD Other S-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 35511.62 USD Other S-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 18391.63 USD Other S-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >= 1 Yr <= 2 Yr 2547.48 USD Other A-0-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >= 1 Yr <= 2 Yr 76303.47 USD Other A-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >= 1 Yr <= 2 Yr 72244.41 USD Other A-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >= 1 Yr <= 2 Yr 77968.28 USD Other A-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >= 1 Yr <= 2 Yr 58771.12 USD Other A-4-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >= 1 Yr <= 2 Yr 78407.84 USD Other A-5-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >= 1 Yr <= 2 Yr 53665.13 USD Other CB-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >= 1 Yr <= 2 Yr 3925.52 USD Other CB-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >= 1 Yr <= 2 Yr 15691.74 USD Other S-1-Q No Liberty International Finance Ltd.