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 12 12581.94 USD Other A-5 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 3511.00 USD Other CB-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 57023.73 USD Other CB-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 57891.89 USD Other CB-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 65729.82 USD Other E-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 25944.10 USD Other E-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 28906.12 USD Other G-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 16441.58 USD Other G-2 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 43020.29 USD Other G-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 41394.41 USD Other IG-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 29989.59 USD Other IG-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 58582.49 USD Other S-1 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 43415.00 USD Other S-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 76995.85 USD Other S-3 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 9576.23 USD Other S-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 14241.05 USD Other S-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 5588.45 USD Other S-6 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 78369.81 USD Other S-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 13 80148.34 USD Other A-0-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 13 62252.61 USD Other A-1-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 13 14143.13 USD Other A-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 13 47639.62 USD Other A-3-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 13 4588.05 USD Other A-4-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 13 82580.85 USD Other A-5-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 13 47803.35 USD Other CB-1-Q No Liberty International Finance Ltd.