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 Perpetual 12035.32 USD Small Business A-5 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Perpetual 4445.23 USD Small Business CB-1 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Perpetual 70082.31 USD Small Business CB-2 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Perpetual 18817.22 USD Small Business CB-3 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Perpetual 33424.94 USD Small Business E-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Perpetual 86018.82 USD Small Business E-2 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Perpetual 54437.81 USD Small Business G-1 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Perpetual 24444.39 USD Small Business G-2 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Perpetual 74117.14 USD Small Business G-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Perpetual 64604.82 USD Small Business IG-1 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Perpetual 3839.98 USD Small Business IG-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Perpetual 82560.89 USD Small Business S-1 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Perpetual 10337.33 USD Small Business S-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Perpetual 83864.41 USD Small Business S-3 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Perpetual 29634.81 USD Small Business S-4 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Perpetual 1846.43 USD Small Business S-5 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Perpetual 35842.91 USD Small Business S-6 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Perpetual 52353.03 USD Small Business S-7 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 71333.77 USD Non-Financial Corporate A-0-Q Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 63683.50 USD Non-Financial Corporate A-1-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 24428.25 USD Non-Financial Corporate A-2-Q Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 45711.34 USD Non-Financial Corporate A-3-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 37264.56 USD Non-Financial Corporate A-4-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 80190.25 USD Non-Financial Corporate A-5-Q No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 48205.68 USD Non-Financial Corporate CB-1-Q No Liberty International Finance Ltd.