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
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 36145.77 USD Small Business E-5 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 32164.58 USD Small Business E-6 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 22176.63 USD Small Business E-7 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 22535.44 USD Small Business E-8 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 43713.48 USD Small Business E-9 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 15592.52 USD Small Business G-4 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 74705.67 USD Small Business IG-3 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 64504.01 USD Small Business IG-4 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 43876.10 USD Small Business IG-5 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 13662.92 USD Small Business IG-6 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 56427.70 USD Small Business IG-7 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 8534.75 USD Small Business IG-8 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 8989.84 USD Small Business L-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 8609.96 USD Small Business L-10 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 69171.29 USD Small Business L-11 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 77737.31 USD Small Business L-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 47806.40 USD Small Business L-3 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 50357.70 USD Small Business L-4 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 32325.75 USD Small Business L-5 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 23347.53 USD Small Business L-6 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 31744.68 USD Small Business L-7 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 37970.89 USD Small Business L-8 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 47950.35 USD Small Business L-9 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 75362.73 USD Small Business LC-1 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 68 - 74 Days 21921.63 USD Small Business LC-2 No