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 15620.69 USD Other L-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 2425.26 USD Other L-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 61161.86 USD Other L-6 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 51035.80 USD Other L-7 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 36425.30 USD Other L-8 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 75623.78 USD Other L-9 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 10786.23 USD Other LC-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 79234.55 USD Other LC-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 37614.84 USD Other N-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 78173.04 USD Other N-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 46361.50 USD Other N-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 22216.45 USD Other N-4 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 18237.18 USD Other N-5 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 69360.94 USD Other N-6 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 23650.41 USD Other N-7 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 3004.40 USD Other P-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 17890.41 USD Other P-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 54619.44 USD Other S-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 25559.84 USD Other Y-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 54449.90 USD Other Y-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 5816.85 USD Other Y-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 21377.39 USD Other Y-4 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 10269.74 USD Other Z-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 50967.96 USD Other A-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 21 38357.01 USD Other A-3 No Liberty International Finance Ltd.