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 Day 1 32830.43 USD Other L-9 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 1 13270.89 USD Other LC-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 1 32144.78 USD Other LC-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 1 59952.40 USD Other N-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 1 61675.09 USD Other N-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 1 30001.67 USD Other N-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 1 49043.16 USD Other N-4 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 1 41568.52 USD Other N-5 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 1 1659.44 USD Other N-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 1 70437.79 USD Other N-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 1 71264.83 USD Other P-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 1 41521.93 USD Other P-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 1 21678.24 USD Other S-8 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 1 48824.42 USD Other Y-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 1 70184.55 USD Other Y-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 1 59270.13 USD Other Y-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 1 16889.85 USD Other Y-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 1 179.07 USD Other Z-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 1 71798.22 USD Other A-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 1 57070.99 USD Other A-3 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 1 61558.94 USD Other A-4 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 1 9063.98 USD Other A-5 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 1 17721.94 USD Other CB-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 1 53385.52 USD Other CB-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 1 80063.09 USD Other CB-3 Yes