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 18 49059.91 USD Other IG-6 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 23588.96 USD Other IG-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 15686.20 USD Other IG-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 50012.00 USD Other L-1 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 60320.93 USD Other L-10 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 41926.17 USD Other L-11 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 27152.28 USD Other L-2 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 27522.15 USD Other L-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 40020.05 USD Other L-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 7956.42 USD Other L-5 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 13020.32 USD Other L-6 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 82017.94 USD Other L-7 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 66823.18 USD Other L-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 77498.53 USD Other L-9 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 37263.05 USD Other LC-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 5103.97 USD Other LC-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 27179.95 USD Other N-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 58065.79 USD Other N-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 51518.34 USD Other N-3 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 13994.35 USD Other N-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 14031.53 USD Other N-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 544.41 USD Other N-6 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 78684.88 USD Other N-7 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 45655.10 USD Other P-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 18 53465.10 USD Other P-2 Yes