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 9 43718.04 USD Other Y-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 9 40993.34 USD Other Y-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 9 29890.01 USD Other Y-3 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 9 49109.38 USD Other Y-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 9 24468.42 USD Other Z-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 9 671.59 USD Other A-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 9 59999.04 USD Other A-3 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 9 5558.12 USD Other A-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 9 4888.91 USD Other A-5 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 9 54384.59 USD Other CB-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 9 41044.60 USD Other CB-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 9 10697.32 USD Other CB-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 9 53850.80 USD Other E-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 9 46758.71 USD Other E-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 9 50547.23 USD Other G-1 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 9 76372.23 USD Other G-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 9 38951.42 USD Other G-3 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 9 30443.27 USD Other IG-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 9 62490.09 USD Other IG-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 9 55468.92 USD Other S-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 9 30692.28 USD Other S-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 9 23632.77 USD Other S-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 9 54992.51 USD Other S-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 9 70658.79 USD Other S-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 9 68476.80 USD Other S-6 Yes