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 36 51929.36 USD Other P-1 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 81294.60 USD Other P-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 77951.47 USD Other S-8 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 11282.45 USD Other Y-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 80678.55 USD Other Y-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 34425.07 USD Other Y-3 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 63142.91 USD Other Y-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 64108.45 USD Other Z-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 48693.95 USD Other A-2 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 37727.25 USD Other A-3 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 77043.62 USD Other A-4 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 85340.37 USD Other A-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 54469.21 USD Other CB-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 60570.01 USD Other CB-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 84496.79 USD Other CB-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 22000.46 USD Other E-1 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 36676.28 USD Other E-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 71783.65 USD Other G-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 55926.90 USD Other G-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 21328.85 USD Other G-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 15534.19 USD Other IG-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 16218.22 USD Other IG-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 8808.61 USD Other S-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 67307.65 USD Other S-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 36 77465.81 USD Other S-3 Yes