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 58397.99 USD Other L-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 77449.27 USD Other L-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 79273.28 USD Other L-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 54472.29 USD Other L-8 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 84620.55 USD Other L-9 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 9292.17 USD Other LC-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 1204.69 USD Other LC-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 73405.23 USD Other N-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 78004.55 USD Other N-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 48185.47 USD Other N-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 82466.22 USD Other N-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 12888.83 USD Other N-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 23491.57 USD Other N-6 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 10488.01 USD Other N-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 45570.00 USD Other P-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 52684.86 USD Other P-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 56691.46 USD Other S-8 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 28922.84 USD Other Y-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 39323.75 USD Other Y-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 12581.80 USD Other Y-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 64187.03 USD Other Y-4 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 16256.92 USD Other Z-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 60761.06 USD Other A-2 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 55455.48 USD Other A-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 12 69114.07 USD Other A-4 No