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 70347.82 USD Other N-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 15210.86 USD Other N-2 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 13764.64 USD Other N-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 3039.94 USD Other N-4 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 59717.37 USD Other N-5 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 55145.86 USD Other N-6 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 17207.64 USD Other N-7 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 69780.32 USD Other P-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 18792.67 USD Other P-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 17204.02 USD Other S-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 81950.90 USD Other Y-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 32120.18 USD Other Y-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 61747.03 USD Other Y-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 43911.31 USD Other Y-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 44780.45 USD Other Z-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 54736.18 USD Other A-2 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 49476.47 USD Other A-3 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 71196.67 USD Other A-4 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 31191.43 USD Other A-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 63909.68 USD Other CB-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 48058.04 USD Other CB-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 5666.03 USD Other CB-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 81148.22 USD Other E-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 45193.22 USD Other E-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 73817.00 USD Other G-1 Yes