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 74329.70 USD Other E-5 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 33199.92 USD Other E-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 18412.60 USD Other E-7 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 23973.82 USD Other E-8 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 29431.04 USD Other E-9 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 52146.33 USD Other G-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 50914.91 USD Other IG-3 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 3232.13 USD Other IG-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 80594.56 USD Other IG-5 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 20955.91 USD Other IG-6 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 46402.41 USD Other IG-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 51241.05 USD Other IG-8 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 73503.35 USD Other L-1 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 54622.07 USD Other L-10 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 81773.13 USD Other L-11 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 81115.84 USD Other L-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 4631.28 USD Other L-3 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 30516.55 USD Other L-4 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 51731.53 USD Other L-5 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 24565.47 USD Other L-6 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 72467.70 USD Other L-7 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 76054.86 USD Other L-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 84717.09 USD Other L-9 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 74242.30 USD Other LC-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 51368.32 USD Other LC-2 Yes