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 49 60030.53 USD Other N-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 33611.17 USD Other N-2 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 6380.63 USD Other N-3 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 75022.17 USD Other N-4 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 13994.96 USD Other N-5 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 81716.22 USD Other N-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 46318.94 USD Other N-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 38730.14 USD Other P-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 67537.64 USD Other P-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 2599.24 USD Other S-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 79382.35 USD Other Y-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 11906.04 USD Other Y-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 24856.54 USD Other Y-3 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 34097.08 USD Other Y-4 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 29838.34 USD Other Z-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 55725.59 USD Other A-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 30542.39 USD Other A-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 76106.74 USD Other A-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 30398.22 USD Other A-5 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 20776.92 USD Other CB-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 54407.59 USD Other CB-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 44409.66 USD Other CB-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 37561.71 USD Other E-1 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 72913.25 USD Other E-2 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 49 37151.44 USD Other G-1 No