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 35 16698.22 USD Other CB-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 55590.11 USD Other E-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 46163.66 USD Other E-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 828.34 USD Other G-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 41281.85 USD Other G-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 45113.88 USD Other G-3 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 63859.38 USD Other IG-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 44192.49 USD Other IG-2 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 74811.87 USD Other S-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 70832.58 USD Other S-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 61749.33 USD Other S-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 63385.52 USD Other S-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 19536.49 USD Other S-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 72460.01 USD Other S-6 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 18281.15 USD Other S-7 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 50451.84 USD Other A-0-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 34169.76 USD Other A-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 2535.93 USD Other A-2-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 16079.95 USD Other A-3-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 28853.24 USD Other A-4-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 85866.53 USD Other A-5-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 10221.96 USD Other CB-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 5430.98 USD Other CB-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 69184.02 USD Other S-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 17854.99 USD Other S-2-Q No Liberty Mortgage Services Corp.