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 22 20070.91 USD Other N-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 22 70716.91 USD Other N-5 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 22 17478.64 USD Other N-6 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 22 9565.04 USD Other N-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 22 67156.60 USD Other P-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 22 67841.51 USD Other P-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 22 5858.86 USD Other S-8 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 22 2656.46 USD Other Y-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 22 81375.58 USD Other Y-2 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 22 65209.58 USD Other Y-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 22 43936.05 USD Other Y-4 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 22 55941.37 USD Other Z-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 22 80148.58 USD Other A-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 22 9708.73 USD Other A-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 22 32633.42 USD Other A-4 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 22 83611.77 USD Other A-5 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 22 78686.25 USD Other CB-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 22 35390.46 USD Other CB-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 22 3877.62 USD Other CB-3 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 22 52564.79 USD Other E-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 22 2493.57 USD Other E-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 22 12945.81 USD Other G-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 22 20855.38 USD Other G-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 22 40770.31 USD Other G-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 22 72198.12 USD Other IG-1 Yes Liberty Mortgage Services Corp.