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 91 - 120 Days 4813.93 USD Other N-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 41225.12 USD Other N-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 78504.77 USD Other N-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 21536.14 USD Other N-5 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 2759.61 USD Other N-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 65656.54 USD Other N-7 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 73146.89 USD Other P-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 16024.02 USD Other P-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 18344.31 USD Other S-8 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 26784.37 USD Other Y-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 27044.49 USD Other Y-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 61875.07 USD Other Y-3 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 72937.10 USD Other Y-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 56954.80 USD Other Z-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 17726.13 USD Other A-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 28200.87 USD Other A-3 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 82445.58 USD Other A-4 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 50799.66 USD Other A-5 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 62359.54 USD Other CB-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 32530.88 USD Other CB-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 61405.14 USD Other CB-3 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 479.80 USD Other E-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 37939.90 USD Other E-2 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 6627.64 USD Other G-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 25499.49 USD Other G-2 Yes Liberty Capital Markets Inc.