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 >3 Yr <= 4 Yr 25905.40 USD Other CB-1-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 43020.36 USD Other CB-2-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 30328.09 USD Other S-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 20289.80 USD Other S-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 48061.53 USD Other S-3-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 82309.97 USD Other S-4-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 16394.55 USD Other CB-3-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 71429.92 USD Other G-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 65154.76 USD Other G-2-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 52830.06 USD Other G-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 14191.61 USD Other S-5-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 48808.41 USD Other S-6-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 51484.21 USD Other S-7-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 3597.40 USD Other E-1-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 17769.11 USD Other E-2-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 67069.54 USD Other IG-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 9986.99 USD Other IG-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 24925.93 USD Other C-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 46794.70 USD Other CB-4 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 85914.84 USD Other E-10 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 61738.86 USD Other E-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 61176.44 USD Other E-4 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 76460.38 USD Other E-5 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 63011.84 USD Other E-6 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 20472.94 USD Other E-7 Yes