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 >5 Yr 77776.12 USD Other A-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 51218.29 USD Other A-4-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 77946.65 USD Other A-5-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 35519.05 USD Other CB-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 41429.05 USD Other CB-2-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 69520.87 USD Other S-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 67490.99 USD Other S-2-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 45776.49 USD Other S-3-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 55896.21 USD Other S-4-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 1409.09 USD Other CB-3-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 6464.60 USD Other G-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 69923.34 USD Other G-2-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 57525.03 USD Other G-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 29896.36 USD Other S-5-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 45134.70 USD Other S-6-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 50078.86 USD Other S-7-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 74858.75 USD Other E-1-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 79956.66 USD Other E-2-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 36626.06 USD Other IG-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 16009.26 USD Other IG-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 49618.23 USD Other C-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 9011.13 USD Other CB-4 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 56345.97 USD Other E-10 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 27867.40 USD Other E-3 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 16352.33 USD Other E-4 No