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 42 58800.56 USD Other A-1-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 63471.14 USD Other A-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 50138.03 USD Other A-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 26232.27 USD Other A-4-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 33089.08 USD Other A-5-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 79505.13 USD Other CB-1-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 856.11 USD Other CB-2-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 49745.05 USD Other S-1-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 85545.13 USD Other S-2-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 23198.36 USD Other S-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 79139.45 USD Other S-4-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 38237.64 USD Other CB-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 65670.00 USD Other G-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 40783.83 USD Other G-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 70508.68 USD Other G-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 35707.88 USD Other S-5-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 67647.59 USD Other S-6-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 45097.25 USD Other S-7-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 16903.60 USD Other E-1-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 44123.61 USD Other E-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 23142.85 USD Other IG-1-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 41806.83 USD Other IG-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 66721.21 USD Other C-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 8004.56 USD Other CB-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 42 79856.36 USD Other E-10 Yes Liberty Mortgage Services Corp.