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 25 2934.41 USD Other IG-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 15077.20 USD Other L-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 31656.62 USD Other L-10 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 41891.20 USD Other L-11 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 80434.82 USD Other L-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 930.58 USD Other L-3 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 55009.95 USD Other L-4 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 1987.36 USD Other L-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 73856.92 USD Other L-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 60279.90 USD Other L-7 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 17486.48 USD Other L-8 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 54522.55 USD Other L-9 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 16202.24 USD Other LC-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 10399.32 USD Other LC-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 16990.77 USD Other N-1 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 28638.48 USD Other N-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 18894.51 USD Other N-3 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 52270.40 USD Other N-4 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 60980.37 USD Other N-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 79639.45 USD Other N-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 72929.61 USD Other N-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 10377.34 USD Other P-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 12659.15 USD Other P-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 78160.11 USD Other S-8 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 25 85899.54 USD Other Y-1 Yes