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 3 43248.62 USD Other L-6 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 40312.67 USD Other L-7 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 16261.63 USD Other L-8 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 26865.51 USD Other L-9 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 41797.32 USD Other LC-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 41120.56 USD Other LC-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 39446.25 USD Other N-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 14720.66 USD Other N-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 63762.89 USD Other N-3 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 42819.28 USD Other N-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 28932.42 USD Other N-5 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 81271.26 USD Other N-6 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 43132.53 USD Other N-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 10871.87 USD Other P-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 86526.95 USD Other P-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 7812.56 USD Other S-8 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 24282.18 USD Other Y-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 68420.06 USD Other Y-2 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 39897.72 USD Other Y-3 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 29341.61 USD Other Y-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 35623.53 USD Other Z-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 14072.21 USD Other A-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 80325.48 USD Other A-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 34636.72 USD Other A-4 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 3 71485.09 USD Other A-5 Yes