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 53 1885.41 USD Other L-6 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 65835.90 USD Other L-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 49106.05 USD Other L-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 19587.11 USD Other L-9 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 47508.22 USD Other LC-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 5108.30 USD Other LC-2 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 51658.05 USD Other N-1 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 72385.18 USD Other N-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 66161.65 USD Other N-3 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 69427.86 USD Other N-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 73840.33 USD Other N-5 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 80900.56 USD Other N-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 55640.79 USD Other N-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 35900.29 USD Other P-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 86602.73 USD Other P-2 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 54655.69 USD Other S-8 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 82070.30 USD Other Y-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 77924.15 USD Other Y-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 72929.06 USD Other Y-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 33534.07 USD Other Y-4 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 7304.18 USD Other Z-1 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 35232.72 USD Other A-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 81458.69 USD Other A-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 17911.80 USD Other A-4 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 12911.49 USD Other A-5 Yes