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 19 16762.50 USD Other L-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 39997.90 USD Other L-8 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 23381.22 USD Other L-9 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 63784.17 USD Other LC-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 1599.02 USD Other LC-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 8653.22 USD Other N-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 19383.52 USD Other N-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 31411.97 USD Other N-3 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 83371.30 USD Other N-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 9732.10 USD Other N-5 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 30617.06 USD Other N-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 67042.21 USD Other N-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 25075.59 USD Other P-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 53127.35 USD Other P-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 71711.31 USD Other S-8 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 5844.69 USD Other Y-1 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 86900.78 USD Other Y-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 28343.84 USD Other Y-3 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 26115.94 USD Other Y-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 80257.52 USD Other Z-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 68613.69 USD Other A-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 23173.27 USD Other A-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 8395.60 USD Other A-4 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 45820.40 USD Other A-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 19 30480.37 USD Other CB-1 No