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 61 - 67 Days 21991.56 USD Other P-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 49038.21 USD Other P-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 867.35 USD Other S-8 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 7447.43 USD Other Y-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 45466.29 USD Other Y-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 75638.37 USD Other Y-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 73362.11 USD Other Y-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 52046.96 USD Other Z-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 14027.53 USD Other A-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 3595.99 USD Other A-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 62790.68 USD Other A-4 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 62779.02 USD Other A-5 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 20997.80 USD Other CB-1 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 73405.13 USD Other CB-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 17800.94 USD Other CB-3 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 58734.60 USD Other E-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 70997.38 USD Other E-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 35972.54 USD Other G-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 15070.90 USD Other G-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 18528.40 USD Other G-3 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 72371.17 USD Other IG-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 57933.08 USD Other IG-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 22741.45 USD Other S-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 11523.08 USD Other S-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 61 - 67 Days 24391.13 USD Other S-3 No Liberty International Finance Ltd.