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 55 78332.87 USD Other A-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 34282.30 USD Other A-4 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 36383.93 USD Other A-5 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 82135.00 USD Other CB-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 19161.60 USD Other CB-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 42644.31 USD Other CB-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 18694.52 USD Other E-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 13712.09 USD Other E-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 15653.29 USD Other G-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 39093.93 USD Other G-2 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 73546.74 USD Other G-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 56795.38 USD Other IG-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 16999.38 USD Other IG-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 10521.10 USD Other S-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 75350.86 USD Other S-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 20428.02 USD Other S-3 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 24966.44 USD Other S-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 83205.52 USD Other S-5 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 34037.29 USD Other S-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 55 11914.50 USD Other S-7 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 936.49 USD Other A-0-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 16179.12 USD Other A-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 67176.48 USD Other A-2-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 34341.93 USD Other A-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 56 59852.83 USD Other A-4-Q Yes