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 15 83350.96 USD Other G-3 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 41296.18 USD Other IG-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 34924.25 USD Other IG-2 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 19622.54 USD Other S-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 66904.80 USD Other S-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 3413.80 USD Other S-3 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 71991.52 USD Other S-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 26163.06 USD Other S-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 41495.40 USD Other S-6 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 15 75514.83 USD Other S-7 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 80637.20 USD Other A-0-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 77027.63 USD Other A-1-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 62535.70 USD Other A-2-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 10490.27 USD Other A-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 14700.64 USD Other A-4-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 78328.04 USD Other A-5-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 78927.00 USD Other CB-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 39992.04 USD Other CB-2-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 45375.13 USD Other S-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 83852.06 USD Other S-2-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 53442.36 USD Other S-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 70593.80 USD Other S-4-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 27665.59 USD Other CB-3-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 80483.70 USD Other G-1-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 16 8307.44 USD Other G-2-Q Yes Liberty Wealth Management LLC