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 80872.37 USD Other L-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 21952.07 USD Other L-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 2912.22 USD Other L-4 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 24311.56 USD Other L-5 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 46237.61 USD Other L-6 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 11370.79 USD Other L-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 11723.41 USD Other L-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 30565.54 USD Other L-9 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 13542.62 USD Other LC-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 58286.19 USD Other LC-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 72988.25 USD Other N-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 58248.40 USD Other N-2 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 17714.68 USD Other N-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 37055.54 USD Other N-4 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 83801.65 USD Other N-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 18539.61 USD Other N-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 61192.48 USD Other N-7 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 20298.68 USD Other P-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 70904.41 USD Other P-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 47675.87 USD Other S-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 77690.31 USD Other Y-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 61906.27 USD Other Y-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 51775.65 USD Other Y-3 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 86241.17 USD Other Y-4 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 39 45464.78 USD Other Z-1 No Liberty Wealth Management LLC