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 8 58931.30 USD Other E-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 53904.00 USD Other E-5 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 38683.28 USD Other E-6 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 63139.10 USD Other E-7 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 77764.06 USD Other E-8 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 45761.40 USD Other E-9 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 78938.23 USD Other G-4 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 49061.39 USD Other IG-3 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 46022.70 USD Other IG-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 29012.42 USD Other IG-5 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 46375.71 USD Other IG-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 31534.46 USD Other IG-7 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 4909.24 USD Other IG-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 37867.69 USD Other L-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 71468.80 USD Other L-10 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 30577.60 USD Other L-11 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 74697.93 USD Other L-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 66300.41 USD Other L-3 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 49529.93 USD Other L-4 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 78998.40 USD Other L-5 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 52080.72 USD Other L-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 34804.88 USD Other L-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 81250.73 USD Other L-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 21180.07 USD Other L-9 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 8 63068.39 USD Other LC-1 No Liberty Wealth Management LLC