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 13 34696.53 USD Other S-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 13 4732.41 USD Other S-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 13 57404.89 USD Other S-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 13 52893.69 USD Other S-4 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 13 51809.24 USD Other S-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 13 79254.63 USD Other S-6 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 13 39670.97 USD Other S-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 49925.61 USD Other A-0-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 21919.96 USD Other A-1-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 56343.22 USD Other A-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 14346.84 USD Other A-3-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 50628.89 USD Other A-4-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 59337.90 USD Other A-5-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 52696.97 USD Other CB-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 60008.87 USD Other CB-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 82977.81 USD Other S-1-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 68390.60 USD Other S-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 83552.30 USD Other S-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 78478.23 USD Other S-4-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 10582.15 USD Other CB-3-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 15938.24 USD Other G-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 29170.63 USD Other G-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 37312.38 USD Other G-3-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 36321.22 USD Other S-5-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 14 84371.63 USD Other S-6-Q No