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 32 82482.73 USD Other L-10 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 72454.41 USD Other L-11 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 58334.25 USD Other L-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 18440.04 USD Other L-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 21841.12 USD Other L-4 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 63896.51 USD Other L-5 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 30176.41 USD Other L-6 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 40581.71 USD Other L-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 33039.56 USD Other L-8 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 78817.48 USD Other L-9 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 80922.77 USD Other LC-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 73697.83 USD Other LC-2 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 207.20 USD Other N-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 49082.70 USD Other N-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 10112.29 USD Other N-3 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 66389.71 USD Other N-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 37430.87 USD Other N-5 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 4506.06 USD Other N-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 24709.79 USD Other N-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 14948.73 USD Other P-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 26273.29 USD Other P-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 54202.63 USD Other S-8 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 43952.00 USD Other Y-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 84313.31 USD Other Y-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 32 30159.08 USD Other Y-3 Yes