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 75 - 82 Days 20576.28 USD Other CB-2-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 75381.64 USD Other S-1-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 17224.03 USD Other S-2-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 50226.32 USD Other S-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 2386.04 USD Other S-4-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 36737.83 USD Other CB-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 44338.01 USD Other G-1-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 62528.80 USD Other G-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 54896.41 USD Other G-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 65849.13 USD Other S-5-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 5123.73 USD Other S-6-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 8516.68 USD Other S-7-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 80673.15 USD Other E-1-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 23618.57 USD Other E-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 81418.09 USD Other IG-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 30707.97 USD Other IG-2-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 73579.24 USD Other C-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 49053.17 USD Other CB-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 32365.77 USD Other E-10 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 53496.97 USD Other E-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 2480.80 USD Other E-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 62635.71 USD Other E-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 33507.25 USD Other E-6 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 10200.22 USD Other E-7 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 85902.91 USD Other E-8 Yes