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 27 65247.75 USD Other IG-5 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 22789.84 USD Other IG-6 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 1590.50 USD Other IG-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 75723.45 USD Other IG-8 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 23310.06 USD Other L-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 6160.58 USD Other L-10 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 4211.23 USD Other L-11 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 39960.76 USD Other L-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 77800.18 USD Other L-3 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 47687.71 USD Other L-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 36116.91 USD Other L-5 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 69580.52 USD Other L-6 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 42729.96 USD Other L-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 83845.66 USD Other L-8 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 34430.72 USD Other L-9 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 27665.25 USD Other LC-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 7097.60 USD Other LC-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 67727.48 USD Other N-1 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 25095.41 USD Other N-2 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 83151.22 USD Other N-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 49439.99 USD Other N-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 69114.63 USD Other N-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 84187.90 USD Other N-6 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 2970.34 USD Other N-7 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 32180.07 USD Other P-1 Yes Liberty Mortgage Services Corp.