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 47 81860.50 USD Other N-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 42615.13 USD Other N-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 40170.35 USD Other N-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 35778.58 USD Other N-7 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 56837.45 USD Other P-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 54825.75 USD Other P-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 14497.43 USD Other S-8 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 27914.94 USD Other Y-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 42794.80 USD Other Y-2 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 5197.98 USD Other Y-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 46407.19 USD Other Y-4 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 33324.14 USD Other Z-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 5279.38 USD Other A-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 7223.63 USD Other A-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 51398.93 USD Other A-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 11379.81 USD Other A-5 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 76247.77 USD Other CB-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 24586.40 USD Other CB-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 51928.91 USD Other CB-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 22522.28 USD Other E-1 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 68163.91 USD Other E-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 41385.99 USD Other G-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 42209.80 USD Other G-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 15309.65 USD Other G-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 42801.92 USD Other IG-1 Yes Liberty Mortgage Services Corp.