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 26 11716.96 USD Other L-9 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 26 43499.10 USD Other LC-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 26 39593.65 USD Other LC-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 26 8299.22 USD Other N-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 26 69371.36 USD Other N-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 26 3696.75 USD Other N-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 26 71282.36 USD Other N-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 26 79980.83 USD Other N-5 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 26 23809.10 USD Other N-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 26 37586.41 USD Other N-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 26 33183.02 USD Other P-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 26 3988.33 USD Other P-2 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 26 63773.99 USD Other S-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 26 857.93 USD Other Y-1 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 26 69196.60 USD Other Y-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 26 10494.75 USD Other Y-3 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 26 81726.57 USD Other Y-4 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 26 41612.30 USD Other Z-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 26 20556.01 USD Other A-2 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 26 65069.53 USD Other A-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 26 40474.27 USD Other A-4 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 26 49505.67 USD Other A-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 26 11059.57 USD Other CB-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 26 53897.65 USD Other CB-2 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 26 8942.14 USD Other CB-3 No