Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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I.O.7: Net 30-Day 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.7 Net 30-Day Derivative Receivables >5 Yr 35492.09 USD Other N-3 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >5 Yr 43877.51 USD Other N-4 No
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >5 Yr 29243.90 USD Other N-5 Yes
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >5 Yr 47157.89 USD Other N-6 No
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >5 Yr 39680.11 USD Other N-7 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >5 Yr 28337.51 USD Other P-1 No
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >5 Yr 29600.07 USD Other P-2 No
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >5 Yr 49781.53 USD Other S-8 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >5 Yr 84334.18 USD Other Y-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >5 Yr 81519.35 USD Other Y-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >5 Yr 46204.50 USD Other Y-3 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >5 Yr 15586.18 USD Other Y-4 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >5 Yr 6322.88 USD Other Z-1 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >5 Yr 24264.47 USD Other A-2 No
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >5 Yr 10442.73 USD Other A-3 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >5 Yr 18284.75 USD Other A-4 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >5 Yr 52454.93 USD Other A-5 Yes
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >5 Yr 25539.68 USD Other CB-1 Yes
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >5 Yr 82136.81 USD Other CB-2 Yes
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >5 Yr 70553.19 USD Other CB-3 No
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >5 Yr 67995.03 USD Other E-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >5 Yr 79082.00 USD Other E-2 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >5 Yr 81685.33 USD Other G-1 No
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >5 Yr 39014.71 USD Other G-2 Yes
2025-10-13 Liberty National Bank I.O.7 Net 30-Day Derivative Receivables >5 Yr 15049.20 USD Other G-3 Yes Liberty Mortgage Services Corp.