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 12 10460.67 USD Other IG-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 65640.66 USD Other IG-2-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 11362.82 USD Other C-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 84876.13 USD Other CB-4 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 21933.70 USD Other E-10 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 84592.03 USD Other E-3 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 22842.68 USD Other E-4 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 70702.52 USD Other E-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 47885.28 USD Other E-6 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 15217.47 USD Other E-7 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 67825.76 USD Other E-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 48826.48 USD Other E-9 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 42293.47 USD Other G-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 69903.69 USD Other IG-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 8384.52 USD Other IG-4 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 58190.22 USD Other IG-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 9343.49 USD Other IG-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 68261.01 USD Other IG-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 40742.02 USD Other IG-8 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 71987.08 USD Other L-1 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 69396.48 USD Other L-10 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 80850.90 USD Other L-11 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 4452.79 USD Other L-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 67497.84 USD Other L-3 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 42523.88 USD Other L-4 Yes Liberty Mortgage Services Corp.