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 31 80407.62 USD Other A-5-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 48470.64 USD Other CB-1-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 6634.33 USD Other CB-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 54425.09 USD Other S-1-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 73758.70 USD Other S-2-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 8814.92 USD Other S-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 7848.48 USD Other S-4-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 29696.73 USD Other CB-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 62296.52 USD Other G-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 5906.74 USD Other G-2-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 36709.88 USD Other G-3-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 24602.02 USD Other S-5-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 8576.43 USD Other S-6-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 50221.90 USD Other S-7-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 38877.51 USD Other E-1-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 80634.32 USD Other E-2-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 16338.41 USD Other IG-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 23700.13 USD Other IG-2-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 65796.91 USD Other C-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 17436.19 USD Other CB-4 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 13343.36 USD Other E-10 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 34699.96 USD Other E-3 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 72156.80 USD Other E-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 54141.00 USD Other E-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 54345.19 USD Other E-6 No Liberty Capital Markets Inc.