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 271 - 364 Days 85336.40 USD Small Business N-3 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 66429.82 USD Small Business N-4 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 5662.10 USD Small Business N-5 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 23361.62 USD Small Business N-6 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 86265.87 USD Small Business N-7 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 81825.35 USD Small Business P-1 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 60263.91 USD Small Business P-2 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 14429.04 USD Small Business S-8 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 19665.58 USD Small Business Y-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 38842.34 USD Small Business Y-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 22962.79 USD Small Business Y-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 80416.83 USD Small Business Y-4 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 27235.32 USD Small Business Z-1 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 84534.19 USD Small Business A-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 63.47 USD Small Business A-3 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 37546.51 USD Small Business A-4 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 16909.54 USD Small Business A-5 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 2364.94 USD Small Business CB-1 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 13708.61 USD Small Business CB-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 23461.26 USD Small Business CB-3 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 1481.67 USD Small Business E-1 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 76103.47 USD Small Business E-2 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 81129.21 USD Small Business G-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 14353.30 USD Small Business G-2 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 37078.19 USD Small Business G-3 Yes