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 54 40843.16 USD Other N-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 49640.11 USD Other N-7 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 79368.28 USD Other P-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 78461.49 USD Other P-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 82053.07 USD Other S-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 7204.08 USD Other Y-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 74994.20 USD Other Y-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 33904.35 USD Other Y-3 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 66343.89 USD Other Y-4 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 3966.80 USD Other Z-1 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 30319.01 USD Other A-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 25588.65 USD Other A-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 21383.36 USD Other A-4 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 37590.06 USD Other A-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 84237.78 USD Other CB-1 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 57323.20 USD Other CB-2 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 50309.82 USD Other CB-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 86020.11 USD Other E-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 60671.01 USD Other E-2 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 36059.68 USD Other G-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 3133.42 USD Other G-2 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 24902.70 USD Other G-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 80674.96 USD Other IG-1 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 64634.26 USD Other IG-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 54 5040.27 USD Other S-1 Yes Liberty Mortgage Services Corp.