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 45933.11 USD Other L-11 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 18873.62 USD Other L-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 45419.07 USD Other L-3 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 18368.17 USD Other L-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 60073.19 USD Other L-5 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 25384.31 USD Other L-6 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 24095.80 USD Other L-7 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 36350.36 USD Other L-8 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 34141.31 USD Other L-9 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 33905.54 USD Other LC-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 27546.56 USD Other LC-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 76645.25 USD Other N-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 54599.04 USD Other N-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 75469.65 USD Other N-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 7544.78 USD Other N-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 36484.82 USD Other N-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 20755.86 USD Other N-6 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 83881.15 USD Other N-7 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 62365.97 USD Other P-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 7295.83 USD Other P-2 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 66488.27 USD Other S-8 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 67108.80 USD Other Y-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 21733.84 USD Other Y-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 63620.46 USD Other Y-3 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 61766.72 USD Other Y-4 Yes Liberty International Finance Ltd.