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 27124.29 USD Other N-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 5713.69 USD Other N-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 43336.17 USD Other N-7 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 58888.89 USD Other P-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 12711.07 USD Other P-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 30887.33 USD Other S-8 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 79439.47 USD Other Y-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 28884.65 USD Other Y-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 6165.89 USD Other Y-3 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 42769.94 USD Other Y-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 23679.20 USD Other Z-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 76573.86 USD Other A-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 81942.25 USD Other A-3 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 21013.91 USD Other A-4 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 83084.80 USD Other A-5 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 81410.94 USD Other CB-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 10009.21 USD Other CB-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 12497.82 USD Other CB-3 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 39306.23 USD Other E-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 66309.76 USD Other E-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 59817.17 USD Other G-1 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 79362.61 USD Other G-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 17987.88 USD Other G-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 62817.69 USD Other IG-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 9075.94 USD Other IG-2 No