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 43 36736.93 USD Other S-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 43 57557.60 USD Other S-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 4921.17 USD Other A-0-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 27514.63 USD Other A-1-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 35344.40 USD Other A-2-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 29954.32 USD Other A-3-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 82734.88 USD Other A-4-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 66141.54 USD Other A-5-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 27576.51 USD Other CB-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 11658.11 USD Other CB-2-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 66921.60 USD Other S-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 25416.58 USD Other S-2-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 83742.25 USD Other S-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 73349.66 USD Other S-4-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 65408.05 USD Other CB-3-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 67592.42 USD Other G-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 86459.54 USD Other G-2-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 27792.67 USD Other G-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 86709.08 USD Other S-5-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 48648.04 USD Other S-6-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 25670.10 USD Other S-7-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 27806.54 USD Other E-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 78615.51 USD Other E-2-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 65191.68 USD Other IG-1-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 44 15204.07 USD Other IG-2-Q No