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 61725.34 USD Other N-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 60462.37 USD Other N-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 62327.56 USD Other N-5 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 16056.11 USD Other N-6 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 58215.27 USD Other N-7 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 36019.60 USD Other P-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 63735.56 USD Other P-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 8358.08 USD Other S-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 3505.62 USD Other Y-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 19495.52 USD Other Y-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 72896.25 USD Other Y-3 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 83560.08 USD Other Y-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 5455.35 USD Other Z-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 56972.84 USD Other A-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 28025.75 USD Other A-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 79047.71 USD Other A-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 56557.64 USD Other A-5 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 35486.23 USD Other CB-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 10883.42 USD Other CB-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 86164.41 USD Other CB-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 72111.38 USD Other E-1 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 56141.87 USD Other E-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 37144.14 USD Other G-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 17836.65 USD Other G-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 31 37121.04 USD Other G-3 Yes Liberty International Finance Ltd.