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 Day 2 69196.43 USD Other P-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 2 33513.52 USD Other S-8 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 2 50408.47 USD Other Y-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 2 30377.49 USD Other Y-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 2 968.02 USD Other Y-3 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 2 21779.97 USD Other Y-4 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 2 73701.82 USD Other Z-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 2 14082.35 USD Other A-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 2 1794.08 USD Other A-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 2 28039.08 USD Other A-4 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 2 14540.41 USD Other A-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 2 33640.06 USD Other CB-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 2 84017.99 USD Other CB-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 2 7372.68 USD Other CB-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 2 71700.59 USD Other E-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 2 64701.89 USD Other E-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 2 54925.55 USD Other G-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 2 14356.16 USD Other G-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 2 56418.97 USD Other G-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 2 18894.58 USD Other IG-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 2 7453.36 USD Other IG-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 2 20302.33 USD Other S-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 2 78071.33 USD Other S-2 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 2 20811.16 USD Other S-3 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 2 1520.67 USD Other S-4 No