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 60 6174.63 USD Other CB-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 12038.81 USD Other E-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 73314.45 USD Other E-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 6928.14 USD Other G-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 75264.91 USD Other G-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 46014.37 USD Other G-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 13195.32 USD Other IG-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 19838.03 USD Other IG-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 80280.84 USD Other S-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 52021.62 USD Other S-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 86428.92 USD Other S-3 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 38675.52 USD Other S-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 40947.15 USD Other S-5 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 23513.17 USD Other S-6 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 60 19849.72 USD Other S-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 73607.61 USD Other A-0-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 27235.65 USD Other A-1-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 72406.00 USD Other A-2-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 84340.01 USD Other A-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 8735.95 USD Other A-4-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 78059.43 USD Other A-5-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 56506.98 USD Other CB-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 37973.10 USD Other CB-2-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 67107.26 USD Other S-1-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 15015.81 USD Other S-2-Q Yes Liberty International Finance Ltd.