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 33 53378.42 USD Other G-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 7218.51 USD Other G-2 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 79178.09 USD Other G-3 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 70672.53 USD Other IG-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 13357.41 USD Other IG-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 52403.33 USD Other S-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 39141.97 USD Other S-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 33776.72 USD Other S-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 86114.58 USD Other S-4 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 72961.21 USD Other S-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 38336.43 USD Other S-6 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 39142.37 USD Other S-7 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 54154.59 USD Other A-0-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 42354.31 USD Other A-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 30799.26 USD Other A-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 17962.12 USD Other A-3-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 14133.20 USD Other A-4-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 31432.01 USD Other A-5-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 30895.55 USD Other CB-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 9106.16 USD Other CB-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 14226.43 USD Other S-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 9642.73 USD Other S-2-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 28081.19 USD Other S-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 77551.07 USD Other S-4-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 34 72709.34 USD Other CB-3-Q Yes