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 45 39885.42 USD Other S-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 6904.97 USD Other S-3-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 68153.39 USD Other S-4-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 19948.44 USD Other CB-3-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 6389.19 USD Other G-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 9193.29 USD Other G-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 4324.27 USD Other G-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 50236.06 USD Other S-5-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 59311.16 USD Other S-6-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 22655.35 USD Other S-7-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 37429.47 USD Other E-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 25981.79 USD Other E-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 47263.39 USD Other IG-1-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 11031.57 USD Other IG-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 45301.22 USD Other C-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 43608.96 USD Other CB-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 16655.66 USD Other E-10 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 47946.96 USD Other E-3 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 11156.15 USD Other E-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 19555.99 USD Other E-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 43829.87 USD Other E-6 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 18787.26 USD Other E-7 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 32380.35 USD Other E-8 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 23453.97 USD Other E-9 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 45 43065.28 USD Other G-4 No Liberty International Finance Ltd.