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 21 57479.80 USD Other E-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 50938.63 USD Other IG-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 9615.00 USD Other IG-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 65436.53 USD Other C-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 15798.59 USD Other CB-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 83884.32 USD Other E-10 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 43864.83 USD Other E-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 51102.94 USD Other E-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 23740.03 USD Other E-5 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 17269.22 USD Other E-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 1274.22 USD Other E-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 14090.49 USD Other E-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 7949.68 USD Other E-9 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 78121.26 USD Other G-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 29417.27 USD Other IG-3 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 23458.05 USD Other IG-4 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 68447.76 USD Other IG-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 83923.59 USD Other IG-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 56364.95 USD Other IG-7 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 21270.06 USD Other IG-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 25570.75 USD Other L-1 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 68108.38 USD Other L-10 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 26613.56 USD Other L-11 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 66172.83 USD Other L-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 16440.86 USD Other L-3 Yes Liberty Capital Markets Inc.