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 23 11867.30 USD Other S-6-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 80031.61 USD Other S-7-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 23871.13 USD Other E-1-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 43320.54 USD Other E-2-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 13010.87 USD Other IG-1-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 7166.07 USD Other IG-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 13344.59 USD Other C-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 28417.85 USD Other CB-4 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 33056.24 USD Other E-10 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 40765.45 USD Other E-3 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 40665.71 USD Other E-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 56908.47 USD Other E-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 83987.95 USD Other E-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 15959.56 USD Other E-7 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 48488.87 USD Other E-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 74878.66 USD Other E-9 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 28822.70 USD Other G-4 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 57582.77 USD Other IG-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 62888.91 USD Other IG-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 14282.86 USD Other IG-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 22667.44 USD Other IG-6 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 1478.24 USD Other IG-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 80744.09 USD Other IG-8 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 50139.83 USD Other L-1 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 28406.11 USD Other L-10 Yes Liberty International Finance Ltd.