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 85625.58 USD Other LC-1 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 86986.74 USD Other LC-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 4036.98 USD Other N-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 15300.66 USD Other N-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 69152.53 USD Other N-3 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 70534.29 USD Other N-4 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 58596.55 USD Other N-5 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 17275.00 USD Other N-6 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 50525.71 USD Other N-7 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 66449.60 USD Other P-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 390.39 USD Other P-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 9472.00 USD Other S-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 48974.22 USD Other Y-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 68230.62 USD Other Y-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 8359.22 USD Other Y-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 38057.87 USD Other Y-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 26637.94 USD Other Z-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 29099.44 USD Other A-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 85554.08 USD Other A-3 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 43999.33 USD Other A-4 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 76445.06 USD Other A-5 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 69291.75 USD Other CB-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 61291.97 USD Other CB-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 57620.42 USD Other CB-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 17 15862.56 USD Other E-1 Yes