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 48588.13 USD Other IG-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 82558.14 USD Other S-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 23484.34 USD Other S-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 27537.29 USD Other S-3 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 68757.32 USD Other S-4 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 7182.29 USD Other S-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 54383.63 USD Other S-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >3 Yr <= 4 Yr 45232.89 USD Other S-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 30776.10 USD Other A-0-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 45526.79 USD Other A-1-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 9888.05 USD Other A-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 15052.27 USD Other A-3-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 51481.53 USD Other A-4-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 42526.85 USD Other A-5-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 25536.59 USD Other CB-1-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 85611.28 USD Other CB-2-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 52168.80 USD Other S-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 61112.40 USD Other S-2-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 12043.74 USD Other S-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 82722.28 USD Other S-4-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 49027.36 USD Other CB-3-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 27074.88 USD Other G-1-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 14212.74 USD Other G-2-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 74998.91 USD Other G-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 64360.07 USD Other S-5-Q No