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 11 37768.86 USD Other P-1 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 47585.84 USD Other P-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 11043.02 USD Other S-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 17145.48 USD Other Y-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 78492.81 USD Other Y-2 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 29498.93 USD Other Y-3 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 50736.94 USD Other Y-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 64134.11 USD Other Z-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 66748.83 USD Other A-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 8562.04 USD Other A-3 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 63609.15 USD Other A-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 60290.52 USD Other A-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 29322.53 USD Other CB-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 51348.62 USD Other CB-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 82234.73 USD Other CB-3 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 59453.65 USD Other E-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 76802.38 USD Other E-2 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 56938.76 USD Other G-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 60195.72 USD Other G-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 66755.83 USD Other G-3 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 6489.60 USD Other IG-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 20982.41 USD Other IG-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 43633.66 USD Other S-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 56373.28 USD Other S-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 63537.26 USD Other S-3 No