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 6494.71 USD Other P-2 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 41105.14 USD Other S-8 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 65469.81 USD Other Y-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 3240.07 USD Other Y-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 75507.71 USD Other Y-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 51529.61 USD Other Y-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 71584.99 USD Other Z-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 69593.45 USD Other A-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 38080.40 USD Other A-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 41596.25 USD Other A-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 59198.53 USD Other A-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 38560.18 USD Other CB-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 62426.53 USD Other CB-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 16400.68 USD Other CB-3 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 30945.20 USD Other E-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 23141.91 USD Other E-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 44035.49 USD Other G-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 19356.39 USD Other G-2 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 25448.30 USD Other G-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 18264.40 USD Other IG-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 26073.29 USD Other IG-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 77689.62 USD Other S-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 26510.45 USD Other S-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 17726.55 USD Other S-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 27 18497.50 USD Other S-4 No