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 20 38196.81 USD Other S-2-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 6417.30 USD Other S-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 73877.90 USD Other S-4-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 81752.81 USD Other CB-3-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 35487.73 USD Other G-1-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 2318.73 USD Other G-2-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 27672.75 USD Other G-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 72336.35 USD Other S-5-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 76222.02 USD Other S-6-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 57568.94 USD Other S-7-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 34433.42 USD Other E-1-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 66427.52 USD Other E-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 16914.54 USD Other IG-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 76297.04 USD Other IG-2-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 72313.78 USD Other C-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 44366.15 USD Other CB-4 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 28741.88 USD Other E-10 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 85163.72 USD Other E-3 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 3456.85 USD Other E-4 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 40123.85 USD Other E-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 7761.30 USD Other E-6 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 83355.91 USD Other E-7 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 44567.64 USD Other E-8 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 76427.64 USD Other E-9 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 20 70028.27 USD Other G-4 Yes Liberty Wealth Management LLC