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 65940.51 USD Other IG-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 76467.97 USD Other S-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 9785.84 USD Other S-2 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 407.66 USD Other S-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 24850.78 USD Other S-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 85101.11 USD Other S-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 77596.78 USD Other S-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 47 26762.43 USD Other S-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 54951.81 USD Other A-0-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 52325.44 USD Other A-1-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 54859.31 USD Other A-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 37548.46 USD Other A-3-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 50775.65 USD Other A-4-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 53188.86 USD Other A-5-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 42384.07 USD Other CB-1-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 1553.34 USD Other CB-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 78625.21 USD Other S-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 61614.84 USD Other S-2-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 7420.19 USD Other S-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 6343.55 USD Other S-4-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 55926.30 USD Other CB-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 41900.99 USD Other G-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 82690.41 USD Other G-2-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 32727.42 USD Other G-3-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 48 72773.04 USD Other S-5-Q Yes