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 30 82275.58 USD Other L-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 86876.56 USD Other L-4 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 13409.26 USD Other L-5 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 49815.35 USD Other L-6 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 50570.86 USD Other L-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 21754.90 USD Other L-8 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 9900.05 USD Other L-9 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 37810.57 USD Other LC-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 13002.72 USD Other LC-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 31878.96 USD Other N-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 49511.26 USD Other N-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 85000.26 USD Other N-3 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 13578.76 USD Other N-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 14934.76 USD Other N-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 33607.23 USD Other N-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 53197.88 USD Other N-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 68689.39 USD Other P-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 32326.90 USD Other P-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 6445.96 USD Other S-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 84684.23 USD Other Y-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 5507.64 USD Other Y-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 51319.50 USD Other Y-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 81839.09 USD Other Y-4 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 75052.70 USD Other Z-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 50931.87 USD Other A-2 Yes