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 17 86352.39 USD Other A-1-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 64.47 USD Other A-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 77414.21 USD Other A-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 9330.20 USD Other A-4-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 75332.86 USD Other A-5-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 76693.24 USD Other CB-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 16487.43 USD Other CB-2-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 72348.29 USD Other S-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 44549.52 USD Other S-2-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 41309.63 USD Other S-3-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 37925.00 USD Other S-4-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 64451.04 USD Other CB-3-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 30907.99 USD Other G-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 62714.84 USD Other G-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 37668.17 USD Other G-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 41215.27 USD Other S-5-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 3159.86 USD Other S-6-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 65092.96 USD Other S-7-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 30137.83 USD Other E-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 12903.58 USD Other E-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 40174.13 USD Other IG-1-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 60735.39 USD Other IG-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 7209.72 USD Other C-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 23066.51 USD Other CB-4 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 14839.58 USD Other E-10 No Liberty International Finance Ltd.