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 >4 Yr <= 5 Yr 72184.58 USD Other Z-1 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 75837.35 USD Other A-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 8380.34 USD Other A-3 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 23502.42 USD Other A-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 19186.92 USD Other A-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 55382.32 USD Other CB-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 2138.37 USD Other CB-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 65468.29 USD Other CB-3 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 26442.73 USD Other E-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 22360.99 USD Other E-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 28023.89 USD Other G-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 65204.84 USD Other G-2 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 57548.84 USD Other G-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 71557.78 USD Other IG-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 79209.00 USD Other IG-2 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 44225.89 USD Other S-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 19742.85 USD Other S-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 35952.35 USD Other S-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 4083.10 USD Other S-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 34143.08 USD Other S-5 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 49150.69 USD Other S-6 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >4 Yr <= 5 Yr 35811.83 USD Other S-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 3066.47 USD Other A-0-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 15098.08 USD Other A-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 10705.81 USD Other A-2-Q Yes Liberty Mortgage Services Corp.