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 11 69223.95 USD Other IG-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 20655.02 USD Other IG-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 31551.76 USD Other IG-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 65056.23 USD Other IG-7 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 20408.04 USD Other IG-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 24102.37 USD Other L-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 68246.18 USD Other L-10 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 21542.45 USD Other L-11 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 61144.02 USD Other L-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 26389.60 USD Other L-3 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 39304.50 USD Other L-4 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 43883.61 USD Other L-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 82710.16 USD Other L-6 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 1068.68 USD Other L-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 52238.05 USD Other L-8 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 78579.35 USD Other L-9 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 73810.71 USD Other LC-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 43268.17 USD Other LC-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 49339.39 USD Other N-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 30192.63 USD Other N-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 85212.07 USD Other N-3 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 32893.20 USD Other N-4 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 21224.46 USD Other N-5 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 75888.41 USD Other N-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 11 5.67 USD Other N-7 Yes Liberty Capital Markets Inc.