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 6 4848.39 USD Other E-7 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 55878.64 USD Other E-8 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 3259.95 USD Other E-9 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 14410.53 USD Other G-4 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 69345.66 USD Other IG-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 23082.78 USD Other IG-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 41115.67 USD Other IG-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 19372.77 USD Other IG-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 47901.04 USD Other IG-7 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 50950.11 USD Other IG-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 74889.16 USD Other L-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 68189.30 USD Other L-10 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 2517.43 USD Other L-11 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 26688.14 USD Other L-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 85700.98 USD Other L-3 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 70925.32 USD Other L-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 32644.59 USD Other L-5 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 78825.50 USD Other L-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 25029.13 USD Other L-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 37536.86 USD Other L-8 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 49795.79 USD Other L-9 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 69388.47 USD Other LC-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 60874.90 USD Other LC-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 84176.51 USD Other N-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 6 6173.20 USD Other N-2 No