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 Open 5963.89 USD Non-Financial Corporate N-5 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 42564.94 USD Non-Financial Corporate N-6 Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 47767.83 USD Non-Financial Corporate N-7 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 85516.41 USD Non-Financial Corporate P-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 38657.46 USD Non-Financial Corporate P-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 35743.14 USD Non-Financial Corporate S-8 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 84601.92 USD Non-Financial Corporate Y-1 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 44906.66 USD Non-Financial Corporate Y-2 No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 23834.21 USD Non-Financial Corporate Y-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 15178.56 USD Non-Financial Corporate Y-4 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 52420.69 USD Non-Financial Corporate Z-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 50195.90 USD Non-Financial Corporate A-2 Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 20691.27 USD Non-Financial Corporate A-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 82578.92 USD Non-Financial Corporate A-4 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 8719.85 USD Non-Financial Corporate A-5 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 40103.23 USD Non-Financial Corporate CB-1 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 12367.51 USD Non-Financial Corporate CB-2 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 69626.74 USD Non-Financial Corporate CB-3 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 86124.74 USD Non-Financial Corporate E-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 85365.32 USD Non-Financial Corporate E-2 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 16760.28 USD Non-Financial Corporate G-1 Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 78457.63 USD Non-Financial Corporate G-2 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 24345.92 USD Non-Financial Corporate G-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 74574.72 USD Non-Financial Corporate IG-1 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 16132.63 USD Non-Financial Corporate IG-2 Yes