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 33 8903.82 USD Other LC-2 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 42624.64 USD Other N-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 42893.06 USD Other N-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 52111.71 USD Other N-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 63905.36 USD Other N-4 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 81464.21 USD Other N-5 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 19326.00 USD Other N-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 43698.87 USD Other N-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 57752.71 USD Other P-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 58925.08 USD Other P-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 16416.52 USD Other S-8 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 12788.13 USD Other Y-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 86486.44 USD Other Y-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 1481.59 USD Other Y-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 61723.97 USD Other Y-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 48018.97 USD Other Z-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 77651.91 USD Other A-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 59650.93 USD Other A-3 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 43847.55 USD Other A-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 72805.83 USD Other A-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 5193.01 USD Other CB-1 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 439.18 USD Other CB-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 68418.70 USD Other CB-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 51177.90 USD Other E-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 33 76297.39 USD Other E-2 Yes