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 8 72169.10 USD Other A-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 1132.55 USD Other A-3-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 30994.00 USD Other A-4-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 6778.87 USD Other A-5-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 17091.89 USD Other CB-1-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 62823.13 USD Other CB-2-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 18220.09 USD Other S-1-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 83209.03 USD Other S-2-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 40655.03 USD Other S-3-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 69534.91 USD Other S-4-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 17073.58 USD Other CB-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 46996.42 USD Other G-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 38318.05 USD Other G-2-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 55998.10 USD Other G-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 50089.79 USD Other S-5-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 53229.77 USD Other S-6-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 55758.92 USD Other S-7-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 9221.73 USD Other E-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 62509.31 USD Other E-2-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 3615.20 USD Other IG-1-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 9108.72 USD Other IG-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 53943.37 USD Other C-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 22436.15 USD Other CB-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 45299.30 USD Other E-10 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 60288.24 USD Other E-3 No