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 39 85716.46 USD Other S-7-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 38134.97 USD Other E-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 44452.16 USD Other E-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 11402.06 USD Other IG-1-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 7528.38 USD Other IG-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 51758.26 USD Other C-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 86228.13 USD Other CB-4 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 39052.23 USD Other E-10 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 67157.78 USD Other E-3 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 53887.56 USD Other E-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 79383.75 USD Other E-5 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 11381.03 USD Other E-6 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 38307.59 USD Other E-7 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 83791.85 USD Other E-8 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 67805.79 USD Other E-9 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 24019.42 USD Other G-4 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 18320.34 USD Other IG-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 48126.69 USD Other IG-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 7644.12 USD Other IG-5 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 37007.72 USD Other IG-6 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 9987.54 USD Other IG-7 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 13671.37 USD Other IG-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 66034.03 USD Other L-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 61067.96 USD Other L-10 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 43489.38 USD Other L-11 Yes Liberty International Finance Ltd.