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 35 3796.50 USD Other L-8 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 20304.27 USD Other L-9 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 45351.83 USD Other LC-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 82802.09 USD Other LC-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 63092.83 USD Other N-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 81386.60 USD Other N-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 72723.90 USD Other N-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 56446.17 USD Other N-4 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 78636.78 USD Other N-5 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 13996.68 USD Other N-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 37549.84 USD Other N-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 34371.62 USD Other P-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 45350.05 USD Other P-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 54247.74 USD Other S-8 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 27062.92 USD Other Y-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 28628.08 USD Other Y-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 25477.13 USD Other Y-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 30726.73 USD Other Y-4 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 85546.90 USD Other Z-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 82030.95 USD Other A-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 34863.12 USD Other A-3 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 53251.82 USD Other A-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 52079.62 USD Other A-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 2651.41 USD Other CB-1 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 35 7812.21 USD Other CB-2 No Liberty Mortgage Services Corp.